+48.9%
CIEN vs REPL
+125.1%
-76.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -25.0% | +28.8% | -53.9% | -25.9% |
| 30D | -30.1% | +57.3% | -87.5% | -31.6% |
| 3M | -33.8% | +73.6% | -107.4% | -35.5% |
| 6M | -49.4% | +582.8% | -632.3% | -54.3% |
| YTD | +16.4% | +112.9% | -96.5% | +11.4% |
| 1Y | +48.9% | +130.7% | -81.8% | +40.7% |
| All | +48.9% | +125.1% | -76.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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