+477.0%
CIEN vs REPL
-54.3%
+531.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | -15.2% | -3.0% | -12.2% | -15.0% |
| 30D | -21.5% | +27.1% | -48.6% | -22.5% |
| 3M | -40.1% | +52.4% | -92.5% | -42.5% |
| 6M | -6.6% | +107.4% | -114.0% | -16.1% |
| YTD | +37.3% | +54.7% | -17.5% | +25.2% |
| 1Y | +174.5% | +158.9% | +15.7% | +136.3% |
| 3Y | +562.3% | -23.7% | +586.0% | +457.3% |
| All | +477.0% | -54.3% | +531.3% | +376.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling