+42.7%
CIEN vs CPRT
-22.3%
+65.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.4% |
| 7D | +8.7% | -1.4% | +10.1% | +7.2% |
| 30D | -26.9% | +21.5% | -48.4% | -11.9% |
| 3M | -23.6% | +9.4% | -33.0% | -13.7% |
| 6M | -49.1% | -3.3% | -45.8% | -45.7% |
| YTD | +26.6% | -17.8% | +44.4% | +23.4% |
| 1Y | +42.7% | -22.2% | +64.9% | +30.7% |
| All | +42.7% | -22.3% | +65.1% | +30.7% |
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