+174.5%
CIEN vs CPRT
-31.2%
+205.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.4% |
| 7D | -15.2% | +2.2% | -17.4% | -13.5% |
| 30D | -21.5% | +16.6% | -38.1% | -11.3% |
| 3M | -40.1% | +9.6% | -49.7% | -33.5% |
| 6M | -6.6% | -11.1% | +4.6% | -7.2% |
| YTD | +37.3% | -13.9% | +51.1% | +36.1% |
| 1Y | +174.5% | -32.5% | +207.1% | +179.6% |
| All | +174.5% | -31.2% | +205.8% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling