+524.1%
CIEN vs CORZ
+222.3%
+301.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | +8.4% | -23.5% | -17.5% |
| 30D | -21.5% | -17.8% | -3.7% | -17.0% |
| 3M | -40.1% | -35.9% | -4.2% | -32.5% |
| 6M | -6.6% | +12.9% | -19.5% | -9.1% |
| YTD | +37.3% | +22.9% | +14.4% | +30.0% |
| 1Y | +174.5% | +31.4% | +143.2% | +154.9% |
| All | +524.1% | +222.3% | +301.8% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling