+425.9%
CORZ vs ET
+90.9%
+335.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -4.2% |
| 7D | +7.6% | +0.6% | +7.0% | +6.8% |
| 30D | -6.9% | +5.3% | -12.2% | -12.1% |
| 3M | -33.0% | +15.6% | -48.7% | -43.5% |
| 6M | +19.3% | +20.6% | -1.3% | -6.4% |
| YTD | +24.2% | +38.5% | -14.3% | -19.3% |
| 1Y | +24.5% | +35.7% | -11.2% | -17.3% |
| All | +425.9% | +90.9% | +335.0% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling