+1,431.9%
CIEN vs BHP
+498.2%
+933.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +7.2% |
| 30D | -13.7% | -0.8% | -12.8% | -13.5% |
| 3M | -23.0% | +7.6% | -30.6% | -25.8% |
| 6M | -0.8% | +20.8% | -21.6% | -8.4% |
| YTD | +43.1% | +50.8% | -7.7% | +21.1% |
| 1Y | +157.6% | +70.9% | +86.7% | +107.7% |
| 3Y | +593.8% | +78.0% | +515.8% | +436.9% |
| 5Y | +520.6% | +113.1% | +407.5% | +331.3% |
| All | +1,431.9% | +498.2% | +933.7% | +584.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling