+20.2%
CORZ vs ETHA
-41.7%
+62.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.5% | +4.6% |
| 7D | -7.8% | -10.2% | +2.4% | -3.9% |
| 30D | -14.8% | -17.0% | +2.2% | -7.8% |
| 3M | -32.5% | +9.6% | -42.1% | -35.3% |
| 6M | -42.7% | -11.3% | -31.4% | -40.6% |
| YTD | -9.8% | -30.9% | +21.1% | +2.1% |
| 1Y | -31.9% | -42.6% | +10.6% | -17.2% |
| All | +20.2% | -41.7% | +62.0% | +21.3% |
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