+2,407.1%
JPM vs CIEN
+177.9%
+2,229.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | +0.3% | -15.2% | +15.5% | +3.1% |
| 30D | -0.2% | -21.5% | +21.3% | +3.6% |
| 3M | +15.9% | -40.1% | +55.9% | +25.1% |
| 6M | +20.9% | -6.6% | +27.5% | +18.3% |
| YTD | +12.9% | +37.3% | -24.4% | +1.8% |
| 1Y | +20.3% | +174.5% | -154.2% | -5.3% |
| 3Y | +160.9% | +562.3% | -401.3% | +68.2% |
| 5Y | +154.8% | +463.9% | -309.1% | +65.7% |
| 10Y | +591.1% | +1,302.4% | -711.3% | +266.0% |
| All | +2,407.1% | +177.9% | +2,229.2% | +937.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling