+127.0%
CIEN vs COR
+8,483.4%
-8,356.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +27.4% | +2.9% | +24.5% | +26.5% |
| 30D | -26.6% | +5.8% | -32.4% | -27.7% |
| 3M | -32.0% | +11.4% | -43.4% | -34.1% |
| 6M | -49.1% | +34.5% | -83.5% | -53.6% |
| YTD | +25.7% | +4.1% | +21.6% | +22.2% |
| 1Y | +40.3% | -3.1% | +43.4% | +39.1% |
| 3Y | +566.2% | +80.9% | +485.3% | +444.2% |
| 5Y | +378.7% | +195.1% | +183.6% | +237.6% |
| 10Y | +1,252.3% | +492.7% | +759.6% | +661.8% |
| All | +127.0% | +8,483.4% | -8,356.4% | -24.8% |
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