+1,438.7%
CIEN vs ARWR
+1,075.6%
+363.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.5% |
| 7D | -5.3% | +2.9% | -8.1% | -5.7% |
| 30D | -17.2% | -2.9% | -14.3% | -17.0% |
| 3M | -26.9% | +15.2% | -42.1% | -28.7% |
| 6M | +16.0% | +42.3% | -26.3% | +9.4% |
| YTD | +45.9% | +28.2% | +17.7% | +39.5% |
| 1Y | +186.8% | +213.2% | -26.5% | +140.9% |
| 3Y | +607.8% | +184.6% | +423.1% | +471.7% |
| 5Y | +506.7% | +29.2% | +477.5% | +417.4% |
| 10Y | +1,438.7% | +1,012.5% | +426.2% | +915.2% |
| All | +1,438.7% | +1,075.6% | +363.2% | +915.2% |
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