+942.7%
CIEN vs REPL
+39.1%
+903.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.5% |
| 7D | -5.3% | +14.2% | -19.5% | -6.0% |
| 30D | -40.1% | +65.9% | -106.0% | -42.0% |
| 3M | -34.7% | +84.6% | -119.3% | -37.2% |
| 6M | -50.9% | +446.9% | -497.8% | -57.6% |
| YTD | +15.2% | +129.0% | -113.9% | +0.9% |
| 1Y | +35.2% | +167.9% | -132.7% | +17.1% |
| 3Y | +522.6% | +93.9% | +428.7% | +364.3% |
| 5Y | +344.2% | -33.0% | +377.2% | +254.1% |
| All | +942.7% | +39.1% | +903.6% | +570.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling