-41.3%
CORZ vs EWT
+54.0%
-95.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.2% | -9.2% | -8.9% |
| 7D | -14.9% | -10.9% | -4.0% | -1.7% |
| 30D | -23.1% | -17.7% | -5.4% | -1.4% |
| 3M | -44.1% | -5.0% | -39.0% | -39.9% |
| 6M | -39.5% | +7.4% | -46.9% | -45.7% |
| YTD | -12.4% | +52.8% | -65.2% | -55.0% |
| 1Y | -41.3% | +55.2% | -96.5% | -70.9% |
| All | -41.3% | +54.0% | -95.3% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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