+420.1%
CORZ vs ET
+89.3%
+330.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.3% |
| 7D | +8.4% | +0.9% | +7.5% | +7.3% |
| 30D | -17.8% | +7.5% | -25.3% | -24.3% |
| 3M | -35.9% | +11.4% | -47.3% | -43.6% |
| 6M | +12.9% | +18.5% | -5.6% | -9.6% |
| YTD | +22.9% | +37.4% | -14.5% | -19.5% |
| 1Y | +31.4% | +30.9% | +0.4% | -8.6% |
| All | +420.1% | +89.3% | +330.8% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling