+17.9%
CIEN vs CORZ
-48.4%
+66.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -10.8% | -4.4% | -8.9% |
| 7D | -34.0% | -21.1% | -12.8% | -23.9% |
| 30D | -48.0% | -31.8% | -16.2% | -35.2% |
| 3M | -43.5% | -47.7% | +4.2% | -19.6% |
| 6M | -57.6% | -48.7% | -8.9% | -40.1% |
| YTD | -1.3% | -21.8% | +20.5% | +12.8% |
| 1Y | +17.9% | -47.8% | +65.7% | +50.4% |
| All | +17.9% | -48.4% | +66.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling