-41.5%
DIS vs COF
+49.3%
-90.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.9% |
| 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% | -1.3% |
| 6M | +4.3% | +14.9% | -10.6% | -2.5% |
| YTD | -6.9% | -10.7% | +3.7% | -3.6% |
| 1Y | -10.3% | -1.3% | -9.0% | -11.5% |
| 3Y | +32.8% | +124.3% | -91.5% | -13.2% |
| 5Y | -41.5% | +51.1% | -92.6% | -58.1% |
| All | -41.5% | +49.3% | -90.8% | -58.1% |
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