+318.0%
CORZ vs ET
+74.1%
+243.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +26.4% | +3.0% | +23.3% | +22.7% |
| 30D | -6.8% | -3.5% | -3.4% | -3.3% |
| 3M | -31.1% | -5.6% | -25.5% | -27.2% |
| 6M | -36.9% | +0.5% | -37.4% | -38.4% |
| YTD | -1.2% | +26.3% | -27.6% | -29.6% |
| 1Y | -12.5% | +25.7% | -38.2% | -37.3% |
| All | +318.0% | +74.1% | +243.9% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling