+509.1%
CIEN vs BIDU
-42.3%
+551.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.6% | -2.4% | -2.1% | -4.2% |
| 30D | -12.8% | -16.0% | +3.1% | -9.5% |
| 3M | -23.1% | -24.0% | +0.9% | -18.3% |
| 6M | +6.1% | -24.9% | +31.0% | +12.8% |
| YTD | +44.5% | -29.6% | +74.1% | +55.3% |
| 1Y | +176.6% | -15.2% | +191.8% | +186.0% |
| 3Y | +601.0% | -32.2% | +633.1% | +634.7% |
| 5Y | +509.1% | -43.8% | +552.9% | +529.4% |
| All | +509.1% | -42.3% | +551.4% | +529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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