-41.3%
CORZ vs ET
+24.7%
-66.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.5% | -6.9% | -10.7% |
| 7D | -14.9% | -6.0% | -8.9% | -15.6% |
| 30D | -23.1% | -6.1% | -17.1% | -23.8% |
| 3M | -44.1% | -2.7% | -41.4% | -44.0% |
| 6M | -39.5% | +0.2% | -39.8% | -38.9% |
| YTD | -12.4% | +24.3% | -36.7% | -19.2% |
| 1Y | -41.3% | +26.4% | -67.7% | -46.8% |
| All | -41.3% | +24.7% | -66.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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