+87.9%
CIEN vs ARWR
-52.4%
+140.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.2% | +5.4% |
| 7D | -24.1% | -2.9% | -21.2% | -24.1% |
| 30D | -45.5% | -5.4% | -40.1% | -45.4% |
| 3M | -39.7% | -32.2% | -7.5% | -39.5% |
| 6M | -57.8% | -26.5% | -31.3% | -57.7% |
| YTD | +4.1% | -12.4% | +16.5% | +4.1% |
| 1Y | +20.8% | +46.9% | -26.1% | +20.3% |
| 3Y | +463.1% | +116.0% | +347.2% | +457.6% |
| 5Y | +302.3% | -28.0% | +330.3% | +300.4% |
| 10Y | +1,164.4% | +923.9% | +240.4% | +1,137.2% |
| All | +87.9% | -52.4% | +140.4% | +119.6% |
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 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