+539.0%
CIEN vs CPRT
-34.3%
+573.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.7% |
| 7D | +15.3% | -0.4% | +15.6% | +15.2% |
| 30D | -22.0% | +21.2% | -43.2% | -20.3% |
| 3M | -36.6% | +8.3% | -44.9% | -35.8% |
| 6M | -51.5% | -3.4% | -48.1% | -49.8% |
| YTD | +20.0% | -18.7% | +38.7% | +29.8% |
| 1Y | +44.5% | -23.5% | +68.0% | +61.1% |
| 3Y | +539.0% | -34.2% | +573.2% | +678.5% |
| All | +539.0% | -34.3% | +573.4% | +678.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling