+1,188.7%
CIEN vs CPRT
+399.1%
+789.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.1% |
| 7D | -5.3% | +1.6% | -6.9% | -6.0% |
| 30D | -40.1% | +18.8% | -58.9% | -44.3% |
| 3M | -34.7% | +9.4% | -44.1% | -38.5% |
| 6M | -50.9% | -4.4% | -46.5% | -51.9% |
| YTD | +15.2% | -17.1% | +32.3% | +18.7% |
| 1Y | +35.2% | -19.9% | +55.1% | +41.4% |
| 3Y | +522.6% | -30.5% | +553.1% | +594.4% |
| 5Y | +344.2% | -15.9% | +360.2% | +334.5% |
| 10Y | +1,188.7% | +386.7% | +802.0% | +451.4% |
| All | +1,188.7% | +399.1% | +789.5% | +451.4% |
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