+304.6%
CIEN vs CPRT
-17.4%
+322.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.8% |
| 7D | -24.1% | +6.0% | -30.2% | -25.4% |
| 30D | -45.5% | +20.0% | -65.5% | -48.2% |
| 3M | -39.7% | +10.1% | -49.9% | -42.3% |
| 6M | -57.8% | -4.3% | -53.5% | -58.0% |
| YTD | +4.1% | -18.4% | +22.5% | +10.5% |
| 1Y | +20.8% | -20.1% | +40.9% | +29.3% |
| 3Y | +463.1% | -30.4% | +493.5% | +541.4% |
| All | +304.6% | -17.4% | +322.0% | +263.7% |
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