+318.0%
CORZ vs EWT
+133.7%
+184.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +2.3% |
| 7D | +26.4% | +13.2% | +13.1% | +8.4% |
| 30D | -6.8% | -14.3% | +7.5% | +13.7% |
| 3M | -31.1% | -8.4% | -22.7% | -22.7% |
| 6M | -36.9% | +3.7% | -40.6% | -40.1% |
| YTD | -1.2% | +53.1% | -54.3% | -43.7% |
| 1Y | -12.5% | +55.5% | -68.0% | -51.1% |
| All | +318.0% | +133.7% | +184.4% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling