+179.3%
CIEN vs ARWR
+210.4%
-31.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.6% |
| 7D | -5.3% | +2.9% | -8.1% | -6.0% |
| 30D | -17.2% | -2.9% | -14.3% | -16.8% |
| 3M | -26.9% | +15.2% | -42.1% | -30.0% |
| 6M | +16.0% | +42.3% | -26.3% | +4.2% |
| YTD | +45.9% | +28.2% | +17.7% | +34.6% |
| All | +179.3% | +210.4% | -31.1% | +104.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling