+174.5%
CIEN vs BHP
+65.8%
+108.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +3.2% |
| 7D | -15.2% | -5.0% | -10.2% | -11.5% |
| 30D | -21.5% | +1.2% | -22.6% | -22.7% |
| 3M | -40.1% | +1.8% | -41.9% | -41.6% |
| 6M | -6.6% | +18.0% | -24.6% | -20.6% |
| YTD | +37.3% | +52.7% | -15.5% | -2.7% |
| 1Y | +174.5% | +66.0% | +108.6% | +84.8% |
| All | +174.5% | +65.8% | +108.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling