+34.5%
CORZ vs EWT
+92.3%
-57.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.4% |
| 7D | +16.6% | +1.6% | +14.9% | +14.2% |
| 30D | -10.9% | +8.2% | -19.0% | -18.9% |
| 3M | -31.0% | +11.1% | -42.1% | -40.1% |
| 6M | +26.0% | +60.4% | -34.4% | -32.2% |
| YTD | +28.6% | +75.6% | -46.9% | -38.1% |
| 1Y | +34.5% | +91.3% | -56.9% | -45.3% |
| All | +34.5% | +92.3% | -57.9% | -45.3% |
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