+420.1%
CORZ vs EWT
+169.5%
+250.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -2.4% |
| 7D | +8.4% | +4.0% | +4.4% | +3.1% |
| 30D | -17.8% | +10.3% | -28.1% | -27.3% |
| 3M | -35.9% | +6.1% | -42.0% | -40.9% |
| 6M | +12.9% | +56.6% | -43.7% | -37.7% |
| YTD | +22.9% | +76.6% | -53.7% | -41.7% |
| 1Y | +31.4% | +97.9% | -66.5% | -46.5% |
| All | +420.1% | +169.5% | +250.5% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling