+147.9%
CIEN vs BHP
+3,120.4%
-2,972.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -15.2% | -2.9% | -12.3% | -13.9% |
| 30D | -21.5% | +3.4% | -24.9% | -22.9% |
| 3M | -40.1% | +4.1% | -44.1% | -41.5% |
| 6M | -6.6% | +20.6% | -27.1% | -14.5% |
| YTD | +37.3% | +56.1% | -18.8% | +10.4% |
| 1Y | +174.5% | +69.6% | +104.9% | +112.0% |
| 3Y | +562.3% | +78.8% | +483.5% | +383.9% |
| 5Y | +463.9% | +113.1% | +350.9% | +258.6% |
| 10Y | +1,302.4% | +505.9% | +796.5% | +373.2% |
| All | +147.9% | +3,120.4% | -2,972.6% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling