+304.6%
CIEN vs REPL
-35.6%
+340.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +5.0% |
| 7D | -24.1% | +22.8% | -46.9% | -24.9% |
| 30D | -45.5% | +63.8% | -109.3% | -47.0% |
| 3M | -39.7% | +68.1% | -107.8% | -41.5% |
| 6M | -57.8% | +528.5% | -586.3% | -63.1% |
| YTD | +4.1% | +122.4% | -118.4% | -6.9% |
| 1Y | +20.8% | +154.4% | -133.5% | +7.2% |
| 3Y | +463.1% | +68.0% | +395.2% | +336.7% |
| All | +304.6% | -35.6% | +340.2% | +225.1% |
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 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