+522.6%
CIEN vs COR
+80.2%
+442.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +11.3% |
| 7D | -5.3% | +2.3% | -7.6% | -4.8% |
| 30D | -40.1% | +6.8% | -46.9% | -39.3% |
| 3M | -34.7% | +8.1% | -42.8% | -33.6% |
| 6M | -50.9% | +33.0% | -83.9% | -49.3% |
| YTD | +15.2% | +3.0% | +12.2% | +20.3% |
| 1Y | +35.2% | -3.4% | +38.6% | +39.4% |
| 3Y | +522.6% | +80.1% | +442.5% | +706.6% |
| All | +522.6% | +80.2% | +442.4% | +706.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling