+322.1%
CORZ vs EWT
+134.0%
+188.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.8% |
| 7D | +23.5% | +9.1% | +14.3% | +11.0% |
| 30D | +7.5% | -12.2% | +19.7% | +26.9% |
| 3M | -26.6% | -9.4% | -17.2% | -16.4% |
| 6M | -39.5% | +2.7% | -42.2% | -41.8% |
| YTD | -0.3% | +53.3% | -53.6% | -43.2% |
| 1Y | -4.2% | +59.2% | -63.4% | -48.1% |
| All | +322.1% | +134.0% | +188.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling