-53.7%
CIEN vs ARWR
-32.3%
-21.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -15.3% | +26.0% | +10.5% |
| 7D | -5.3% | -17.3% | +12.1% | -4.9% |
| 30D | -40.1% | -21.5% | -18.6% | -39.9% |
| 3M | -34.7% | -43.8% | +9.1% | -35.0% |
| All | -53.7% | -32.3% | -21.4% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling