+156.8%
EWT vs COR
+80.8%
+75.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -3.0% |
| 7D | +13.2% | +2.9% | +10.4% | +13.6% |
| 30D | -14.3% | +5.8% | -20.1% | -13.5% |
| 3M | -8.4% | +11.4% | -19.8% | -6.8% |
| 6M | +3.7% | +34.5% | -30.8% | +8.2% |
| YTD | +53.1% | +4.1% | +49.0% | +57.2% |
| 1Y | +55.5% | -3.1% | +58.6% | +58.1% |
| All | +156.8% | +80.8% | +75.9% | +198.1% |
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