+31.4%
CORZ vs ETR
+23.8%
+7.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +8.4% | +1.4% | +6.9% | +7.8% |
| 30D | -17.8% | +1.0% | -18.8% | -18.0% |
| 3M | -35.9% | -1.3% | -34.6% | -35.6% |
| 6M | +12.9% | +1.9% | +11.1% | +9.5% |
| YTD | +22.9% | +18.2% | +4.7% | +2.1% |
| 1Y | +31.4% | +24.7% | +6.7% | +11.5% |
| All | +31.4% | +23.8% | +7.5% | +11.5% |
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