+22.7%
DIS vs COF
+246.6%
-224.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -1.3% | -6.1% | +4.8% | +1.3% |
| 30D | +2.2% | -5.2% | +7.4% | +4.4% |
| 3M | +8.1% | +17.0% | -8.9% | +0.7% |
| 6M | +5.2% | +12.9% | -7.7% | -0.6% |
| YTD | -6.3% | -13.5% | +7.3% | -1.8% |
| 1Y | -7.3% | -5.9% | -1.4% | -6.6% |
| 3Y | +33.8% | +117.1% | -83.3% | -8.5% |
| 5Y | -40.7% | +45.4% | -86.1% | -53.4% |
| All | +22.7% | +246.6% | -224.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling