+63.8%
CORZ vs ETHA
-30.3%
+94.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +1.0% |
| 7D | +8.4% | +0.8% | +7.5% | +8.0% |
| 30D | -17.8% | +27.9% | -45.7% | -26.4% |
| 3M | -35.9% | +38.3% | -74.2% | -44.9% |
| 6M | +12.9% | +14.0% | -1.0% | +4.7% |
| YTD | +22.9% | -17.4% | +40.3% | +28.8% |
| 1Y | +31.4% | -42.7% | +74.0% | +55.9% |
| All | +63.8% | -30.3% | +94.2% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling