-41.3%
CORZ vs ETR
+18.4%
-59.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.7% | -13.1% | -10.9% |
| 7D | -14.9% | +3.7% | -18.7% | -15.8% |
| 30D | -23.1% | +11.0% | -34.1% | -25.7% |
| 3M | -44.1% | +3.4% | -47.5% | -44.6% |
| 6M | -39.5% | -3.3% | -36.2% | -38.9% |
| YTD | -12.4% | +23.3% | -35.6% | -31.5% |
| 1Y | -41.3% | +19.2% | -60.5% | -51.4% |
| All | -41.3% | +18.4% | -59.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling