+579.6%
CIEN vs CORZ
+223.2%
+356.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.5% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | -19.1% | -14.0% | -5.1% | -15.6% |
| 3M | -21.5% | -34.1% | +12.6% | -12.2% |
| 6M | +2.8% | +8.5% | -5.6% | +1.1% |
| YTD | +49.5% | +23.2% | +26.2% | +41.5% |
| 1Y | +163.8% | +15.4% | +148.4% | +152.2% |
| All | +579.6% | +223.2% | +356.4% | +451.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling