+477.0%
CIEN vs CPRT
-7.1%
+484.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -15.2% | +2.2% | -17.4% | -15.9% |
| 30D | -21.5% | +16.6% | -38.1% | -25.8% |
| 3M | -40.1% | +9.6% | -49.7% | -42.9% |
| 6M | -6.6% | -11.1% | +4.6% | -2.3% |
| YTD | +37.3% | -13.9% | +51.1% | +43.9% |
| 1Y | +174.5% | -32.5% | +207.1% | +231.9% |
| 3Y | +562.3% | -25.0% | +587.3% | +634.4% |
| All | +477.0% | -7.1% | +484.1% | +393.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling