+147.9%
CIEN vs ARWR
-29.3%
+177.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -15.2% | +1.7% | -16.9% | -15.2% |
| 30D | -21.5% | -0.7% | -20.8% | -21.5% |
| 3M | -40.1% | +14.9% | -54.9% | -40.2% |
| 6M | -6.6% | +32.6% | -39.2% | -6.8% |
| YTD | +37.3% | +30.0% | +7.2% | +36.9% |
| 1Y | +174.5% | +208.4% | -33.8% | +171.7% |
| 3Y | +562.3% | +208.8% | +353.5% | +553.6% |
| 5Y | +463.9% | +27.8% | +436.1% | +458.7% |
| 10Y | +1,302.4% | +1,107.6% | +194.8% | +1,268.2% |
| All | +147.9% | -29.3% | +177.2% | +188.7% |
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