+116.6%
CIEN vs BHP
+2,731.2%
-2,614.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.9% |
| 7D | +15.3% | -0.5% | +15.8% | +15.8% |
| 30D | -22.0% | -4.5% | -17.5% | -19.9% |
| 3M | -36.6% | -6.9% | -29.8% | -34.1% |
| 6M | -51.5% | -10.6% | -40.9% | -48.5% |
| YTD | +20.0% | +37.2% | -17.2% | +3.5% |
| 1Y | +44.5% | +48.0% | -3.6% | +20.1% |
| 3Y | +539.0% | +52.6% | +486.5% | +409.2% |
| 5Y | +356.8% | +116.5% | +240.4% | +191.2% |
| 10Y | +1,190.4% | +334.9% | +855.5% | +421.8% |
| All | +116.6% | +2,731.2% | -2,614.5% | -68.9% |
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