+1,221.3%
CIEN vs REPL
-7.7%
+1,229.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.4% |
| 7D | -5.3% | -5.7% | +0.5% | -5.0% |
| 30D | -17.2% | +22.5% | -39.7% | -18.3% |
| 3M | -26.9% | +64.7% | -91.5% | -30.7% |
| 6M | +16.0% | +83.0% | -67.0% | +3.3% |
| YTD | +45.9% | +52.0% | -6.0% | +31.3% |
| 1Y | +186.8% | +144.5% | +42.3% | +142.1% |
| 3Y | +607.8% | -25.1% | +632.8% | +470.7% |
| 5Y | +506.7% | -52.9% | +559.6% | +393.8% |
| All | +1,221.3% | -7.7% | +1,229.0% | +772.1% |
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