+147.9%
CIEN vs COR
+8,030.6%
-7,882.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -15.2% | +2.8% | -17.9% | -15.8% |
| 30D | -21.5% | +4.5% | -26.0% | -22.7% |
| 3M | -40.1% | +22.7% | -62.7% | -43.8% |
| 6M | -6.6% | -9.7% | +3.2% | -5.6% |
| YTD | +37.3% | -1.4% | +38.7% | +35.5% |
| 1Y | +174.5% | +13.9% | +160.6% | +160.4% |
| 3Y | +562.3% | +94.0% | +468.3% | +429.7% |
| 5Y | +463.9% | +184.0% | +279.9% | +302.1% |
| 10Y | +1,302.4% | +406.8% | +895.6% | +719.7% |
| All | +147.9% | +8,030.6% | -7,882.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling