+1,438.7%
CIEN vs CPRT
+411.2%
+1,027.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +7.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.8% |
| 30D | -17.2% | +9.9% | -27.2% | -21.1% |
| 3M | -26.9% | +5.6% | -32.5% | -30.3% |
| 6M | +16.0% | -13.6% | +29.6% | +20.4% |
| YTD | +45.9% | -16.7% | +62.7% | +52.3% |
| 1Y | +186.8% | -33.1% | +219.9% | +233.9% |
| 3Y | +607.8% | -27.1% | +634.8% | +680.1% |
| 5Y | +506.7% | -9.9% | +516.6% | +480.9% |
| 10Y | +1,438.7% | +415.3% | +1,023.4% | +499.8% |
| All | +1,438.7% | +411.2% | +1,027.6% | +499.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling