+509.1%
CIEN vs BHP
+126.1%
+383.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -4.6% | +0.9% | -5.5% | -4.9% |
| 30D | -12.8% | +4.0% | -16.9% | -14.5% |
| 3M | -23.1% | +11.3% | -34.3% | -27.0% |
| 6M | +6.1% | +29.3% | -23.2% | -4.9% |
| YTD | +44.5% | +59.2% | -14.7% | +20.6% |
| 1Y | +176.6% | +80.8% | +95.8% | +121.1% |
| 3Y | +601.0% | +88.0% | +513.0% | +437.5% |
| 5Y | +509.1% | +126.6% | +382.5% | +367.9% |
| All | +509.1% | +126.1% | +383.0% | +367.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling