+87.9%
CIEN vs PCAR
+6,178.8%
-6,090.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.8% |
| 7D | -24.1% | +0.1% | -24.2% | -24.4% |
| 30D | -45.5% | -4.6% | -40.9% | -44.4% |
| 3M | -39.7% | -22.6% | -17.1% | -30.9% |
| 6M | -57.8% | -12.0% | -45.8% | -55.5% |
| YTD | +4.1% | -6.1% | +10.2% | +5.9% |
| 1Y | +20.8% | +6.3% | +14.5% | +14.2% |
| 3Y | +463.1% | +31.8% | +431.4% | +358.8% |
| 5Y | +302.3% | +104.2% | +198.1% | +149.5% |
| 10Y | +1,164.4% | +302.9% | +861.4% | +407.2% |
| All | +87.9% | +6,178.8% | -6,090.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling