+506.7%
CIEN vs COR
+180.8%
+325.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.3% |
| 7D | -5.3% | -1.9% | -3.4% | -5.3% |
| 30D | -17.2% | +1.5% | -18.8% | -17.4% |
| 3M | -26.9% | +18.7% | -45.6% | -28.3% |
| 6M | +16.0% | -9.0% | +25.1% | +18.7% |
| YTD | +45.9% | -3.3% | +49.2% | +48.4% |
| 1Y | +186.8% | +9.8% | +177.0% | +188.9% |
| 3Y | +607.8% | +87.4% | +520.4% | +501.8% |
| 5Y | +506.7% | +180.5% | +326.2% | +309.5% |
| All | +506.7% | +180.8% | +325.9% | +309.5% |
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