+444.5%
CORZ vs ET
+89.4%
+355.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | +16.6% | +0.4% | +16.1% | +16.0% |
| 30D | -10.9% | +6.9% | -17.7% | -17.2% |
| 3M | -31.0% | +13.1% | -44.1% | -40.3% |
| 6M | +26.0% | +18.7% | +7.3% | +0.7% |
| YTD | +28.6% | +37.4% | -8.8% | -15.7% |
| 1Y | +34.5% | +34.8% | -0.4% | -10.1% |
| All | +444.5% | +89.4% | +355.1% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling