+48.9%
CIEN vs CPRT
-24.7%
+73.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.0% | -14.3% | -4.7% |
| 7D | -25.0% | +12.6% | -37.7% | -15.6% |
| 30D | -30.1% | +18.0% | -48.1% | -17.6% |
| 3M | -33.8% | +11.0% | -44.7% | -24.3% |
| 6M | -49.4% | -2.0% | -47.4% | -45.3% |
| YTD | +16.4% | -16.7% | +33.1% | +15.1% |
| 1Y | +48.9% | -23.9% | +72.7% | +34.6% |
| All | +48.9% | -24.7% | +73.6% | +34.6% |
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