+197.5%
EWT vs COR
+84.9%
+112.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.9% |
| 7D | -1.1% | -2.8% | +1.7% | -1.6% |
| 30D | +4.5% | +2.6% | +1.9% | +4.9% |
| 3M | +8.3% | +14.5% | -6.2% | +10.6% |
| 6M | +54.2% | -7.8% | +62.0% | +55.2% |
| YTD | +74.6% | -4.2% | +78.8% | +76.8% |
| 1Y | +84.9% | +7.0% | +77.9% | +90.3% |
| 3Y | +197.5% | +85.5% | +112.0% | +228.7% |
| All | +197.5% | +84.9% | +112.6% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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