+1,184.7%
CIEN vs ARWR
+1,055.7%
+129.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -9.3% | -17.7% | +8.4% | -7.1% |
| 30D | -39.5% | -21.9% | -17.6% | -37.5% |
| 3M | -29.8% | -44.5% | +14.7% | -24.1% |
| 6M | -50.4% | -32.6% | -17.8% | -48.1% |
| YTD | +16.3% | -26.2% | +42.5% | +19.7% |
| 1Y | +30.4% | +23.0% | +7.4% | +24.0% |
| 3Y | +516.6% | +81.8% | +434.8% | +427.6% |
| 5Y | +349.8% | -36.0% | +385.8% | +318.9% |
| 10Y | +1,184.7% | +1,039.5% | +145.2% | +789.4% |
| All | +1,184.7% | +1,055.7% | +129.0% | +789.4% |
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