+516.6%
CIEN vs PCAR
+36.7%
+479.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -9.3% | +3.8% | -13.1% | -10.9% |
| 30D | -39.5% | -2.0% | -37.5% | -39.1% |
| 3M | -29.8% | -19.1% | -10.7% | -22.6% |
| 6M | -50.4% | -6.8% | -43.6% | -49.6% |
| YTD | +16.3% | -2.5% | +18.8% | +16.0% |
| 1Y | +30.4% | +9.7% | +20.7% | +22.6% |
| 3Y | +516.6% | +34.0% | +482.6% | +377.5% |
| All | +516.6% | +36.7% | +479.9% | +377.5% |
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