+1,206.6%
CIEN vs ARWR
+1,009.4%
+197.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | +27.4% | -17.9% | +45.3% | +30.5% |
| 30D | -26.6% | -18.9% | -7.7% | -24.5% |
| 3M | -32.0% | -46.0% | +14.0% | -26.1% |
| 6M | -49.1% | -40.3% | -8.7% | -45.8% |
| YTD | +25.7% | -29.0% | +54.7% | +30.0% |
| 1Y | +40.3% | +13.8% | +26.5% | +34.9% |
| 3Y | +566.2% | +74.9% | +491.3% | +473.3% |
| 5Y | +378.7% | -36.2% | +415.0% | +346.6% |
| All | +1,206.6% | +1,009.4% | +197.2% | +810.2% |
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