+147.9%
CIEN vs PCAR
+7,577.6%
-7,429.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -15.2% | -0.5% | -14.7% | -15.0% |
| 30D | -21.5% | -6.2% | -15.3% | -18.5% |
| 3M | -40.1% | +5.9% | -46.0% | -42.4% |
| 6M | -6.6% | +0.4% | -7.0% | -7.3% |
| YTD | +37.3% | +14.8% | +22.4% | +25.7% |
| 1Y | +174.5% | +30.1% | +144.4% | +132.9% |
| 3Y | +562.3% | +66.7% | +495.6% | +375.9% |
| 5Y | +463.9% | +166.1% | +297.8% | +202.7% |
| 10Y | +1,302.4% | +353.7% | +948.7% | +431.1% |
| All | +147.9% | +7,577.6% | -7,429.7% | -77.4% |
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