+149.4%
EWT vs COR
+180.1%
-30.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -2.8% | +1.7% | -1.2% |
| 30D | +4.5% | +2.6% | +1.9% | +4.5% |
| 3M | +8.3% | +14.5% | -6.2% | +8.4% |
| 6M | +54.2% | -7.8% | +62.0% | +55.8% |
| YTD | +74.6% | -4.2% | +78.8% | +76.1% |
| 1Y | +84.9% | +7.0% | +77.9% | +85.3% |
| 3Y | +197.5% | +85.5% | +112.0% | +173.7% |
| All | +149.4% | +180.1% | -30.6% | +104.9% |
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