+1,261.7%
CIEN vs COR
+489.9%
+771.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +8.7% | -1.2% | +9.9% | +9.3% |
| 30D | -26.9% | +7.6% | -34.5% | -28.3% |
| 3M | -23.6% | +5.0% | -28.6% | -24.9% |
| 6M | -49.1% | +35.3% | -84.4% | -53.9% |
| YTD | +26.6% | +4.2% | +22.4% | +23.6% |
| 1Y | +42.7% | -3.4% | +46.2% | +42.8% |
| 3Y | +570.8% | +81.1% | +489.7% | +427.7% |
| 5Y | +386.4% | +195.8% | +190.6% | +211.4% |
| 10Y | +1,261.7% | +493.6% | +768.1% | +567.3% |
| All | +1,261.7% | +489.9% | +771.8% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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