+108.0%
CIEN vs ARWR
-59.7%
+167.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -15.3% | +26.0% | +10.8% |
| 7D | -5.3% | -17.3% | +12.1% | -5.1% |
| 30D | -40.1% | -21.5% | -18.6% | -40.0% |
| 3M | -34.7% | -43.8% | +9.1% | -34.4% |
| 6M | -50.9% | -32.3% | -18.6% | -50.7% |
| YTD | +15.2% | -25.8% | +41.0% | +15.4% |
| 1Y | +35.2% | +25.5% | +9.6% | +34.8% |
| 3Y | +522.6% | +84.1% | +438.4% | +517.2% |
| 5Y | +344.2% | -39.2% | +383.4% | +342.7% |
| 10Y | +1,188.7% | +1,072.4% | +116.3% | +1,161.7% |
| All | +108.0% | -59.7% | +167.7% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling