+186.8%
CIEN vs REPL
+136.7%
+50.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.4% |
| 7D | -5.3% | -5.7% | +0.5% | -5.1% |
| 30D | -17.2% | +22.5% | -39.7% | -17.7% |
| 3M | -26.9% | +64.7% | -91.5% | -28.6% |
| 6M | +16.0% | +83.0% | -67.0% | +10.5% |
| YTD | +45.9% | +52.0% | -6.0% | +39.1% |
| 1Y | +186.8% | +144.5% | +42.3% | +172.5% |
| All | +186.8% | +136.7% | +50.1% | +172.5% |
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