+32.8%
DIS vs COF
+124.4%
-91.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.7% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | +0.1% | -1.4% | +1.5% | +0.6% |
| 3M | +7.1% | +19.0% | -12.0% | -0.2% |
| 6M | +4.3% | +14.9% | -10.6% | -1.6% |
| YTD | -6.9% | -10.7% | +3.7% | -4.0% |
| 1Y | -10.3% | -1.3% | -9.0% | -11.3% |
| 3Y | +32.8% | +124.3% | -91.5% | +6.6% |
| All | +32.8% | +124.4% | -91.6% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling