+71.5%
CORZ vs ETHA
-29.6%
+101.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +16.6% | +2.7% | +13.9% | +15.3% |
| 30D | -10.9% | +29.4% | -40.2% | -20.5% |
| 3M | -31.0% | +47.2% | -78.2% | -42.3% |
| 6M | +26.0% | +25.4% | +0.7% | +12.2% |
| YTD | +28.6% | -16.5% | +45.2% | +34.3% |
| 1Y | +34.5% | -42.3% | +76.8% | +59.3% |
| All | +71.5% | -29.6% | +101.1% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling