+1,146.8%
CIEN vs ARWR
+1,024.2%
+122.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.8% |
| 7D | +15.3% | -17.8% | +33.1% | +18.0% |
| 30D | -22.0% | -18.1% | -3.8% | -19.9% |
| 3M | -36.6% | -44.2% | +7.5% | -31.5% |
| 6M | -51.5% | -38.6% | -12.8% | -48.6% |
| YTD | +20.0% | -28.0% | +48.0% | +23.8% |
| 1Y | +44.5% | +16.1% | +28.3% | +38.5% |
| 3Y | +539.0% | +84.0% | +455.1% | +446.3% |
| 5Y | +356.8% | -35.4% | +392.2% | +325.3% |
| All | +1,146.8% | +1,024.2% | +122.6% | +766.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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