+344.2%
CIEN vs COR
+192.5%
+151.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +10.6% |
| 7D | -5.3% | +2.3% | -7.6% | -5.2% |
| 30D | -40.1% | +6.8% | -46.9% | -40.1% |
| 3M | -34.7% | +8.1% | -42.8% | -34.8% |
| 6M | -50.9% | +33.0% | -83.9% | -52.0% |
| YTD | +15.2% | +3.0% | +12.2% | +17.2% |
| 1Y | +35.2% | -3.4% | +38.6% | +38.5% |
| 3Y | +522.6% | +80.1% | +442.5% | +458.5% |
| 5Y | +344.2% | +194.7% | +149.5% | +205.0% |
| All | +344.2% | +192.5% | +151.7% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling