+445.5%
CIEN vs CORZ
+161.6%
+283.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.5% | -4.9% |
| 7D | +15.3% | +23.5% | -8.2% | +7.6% |
| 30D | -22.0% | +7.5% | -29.5% | -23.2% |
| 3M | -36.6% | -26.6% | -10.1% | -30.1% |
| 6M | -51.5% | -39.5% | -12.0% | -43.7% |
| YTD | +20.0% | -0.3% | +20.2% | +22.0% |
| 1Y | +44.5% | -4.2% | +48.7% | +48.2% |
| All | +445.5% | +161.6% | +283.9% | +375.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling