+65.7%
CORZ vs ETHA
-30.1%
+95.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +7.6% | +2.9% | +4.7% | +6.4% |
| 30D | -6.9% | +31.4% | -38.3% | -17.6% |
| 3M | -33.0% | +48.9% | -81.9% | -44.2% |
| 6M | +19.3% | +20.9% | -1.6% | +7.9% |
| YTD | +24.2% | -17.2% | +41.4% | +30.1% |
| 1Y | +24.5% | -42.8% | +67.3% | +48.0% |
| All | +65.7% | -30.1% | +95.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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