+157.6%
CIEN vs BHP
+71.4%
+86.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +3.5% |
| 7D | +5.4% | -3.7% | +9.1% | +8.7% |
| 30D | -13.7% | -0.8% | -12.8% | -13.6% |
| 3M | -23.0% | +7.6% | -30.6% | -29.2% |
| 6M | -0.8% | +20.8% | -21.6% | -17.9% |
| YTD | +43.1% | +50.8% | -7.7% | +1.0% |
| 1Y | +157.6% | +70.9% | +86.7% | +71.0% |
| All | +157.6% | +71.4% | +86.2% | +71.0% |
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