+118.7%
EWT vs COR
+195.1%
-76.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +13.2% | +2.9% | +10.4% | +13.3% |
| 30D | -14.3% | +5.8% | -20.1% | -14.1% |
| 3M | -8.4% | +11.4% | -19.8% | -8.0% |
| 6M | +3.7% | +34.5% | -30.8% | +4.2% |
| YTD | +53.1% | +4.1% | +49.0% | +54.9% |
| 1Y | +55.5% | -3.1% | +58.6% | +57.8% |
| 3Y | +155.6% | +80.9% | +74.8% | +142.4% |
| All | +118.7% | +195.1% | -76.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling