-29.5%
DIS vs COF
+37.6%
-67.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +4.4% | -6.2% | +10.6% | +7.2% |
| 30D | +10.3% | -1.7% | +12.0% | +11.0% |
| 3M | +15.5% | -10.2% | +25.8% | +20.7% |
| 6M | +11.2% | +4.2% | +7.0% | +8.3% |
| YTD | +5.6% | -18.2% | +23.8% | +13.4% |
| 1Y | +7.7% | -9.7% | +17.5% | +10.6% |
| 3Y | +39.3% | +95.0% | -55.7% | -3.6% |
| 5Y | -29.5% | +36.8% | -66.4% | -45.2% |
| All | -29.5% | +37.6% | -67.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling