+463.1%
CIEN vs PCAR
+31.0%
+432.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.5% |
| 7D | -24.1% | +0.1% | -24.2% | -24.3% |
| 30D | -45.5% | -4.6% | -40.9% | -44.6% |
| 3M | -39.7% | -22.6% | -17.1% | -32.2% |
| 6M | -57.8% | -12.0% | -45.8% | -56.0% |
| YTD | +4.1% | -6.1% | +10.2% | +5.4% |
| 1Y | +20.8% | +6.3% | +14.5% | +15.0% |
| 3Y | +463.1% | +31.8% | +431.4% | +339.3% |
| All | +463.1% | +31.0% | +432.1% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 3y: compounded portfolio wealth divided by compounded PCAR 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…
3y analysis · Full analysis span regression · 6 months rolling