+33.0%
CORZ vs ETHA
-44.8%
+77.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.4% |
| 7D | +23.5% | -12.5% | +36.0% | +30.3% |
| 30D | +7.5% | -19.8% | +27.3% | +17.9% |
| 3M | -26.6% | +3.1% | -29.7% | -27.9% |
| 6M | -39.5% | -13.8% | -25.7% | -36.5% |
| YTD | -0.3% | -34.6% | +34.3% | +15.6% |
| 1Y | -4.2% | -38.7% | +34.5% | +13.3% |
| All | +33.0% | -44.8% | +77.8% | +37.3% |
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