+281.7%
CORZ vs ETR
+145.8%
+135.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -7.8% | +2.6% | -10.4% | -8.8% |
| 30D | -14.8% | +8.7% | -23.5% | -18.0% |
| 3M | -32.5% | +6.4% | -38.8% | -34.3% |
| 6M | -42.7% | +0.7% | -43.4% | -43.1% |
| YTD | -9.8% | +23.0% | -32.9% | -20.0% |
| 1Y | -31.9% | +17.9% | -49.8% | -38.2% |
| All | +281.7% | +145.8% | +135.9% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling