+36.6%
DIS vs COR
+534.3%
-497.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.6% | +1.1% |
| 7D | +5.3% | +2.3% | +3.0% | +4.7% |
| 30D | +10.2% | +6.8% | +3.5% | +8.5% |
| 3M | +13.5% | +8.1% | +5.4% | +11.2% |
| 6M | +11.1% | +33.0% | -21.9% | +3.3% |
| YTD | +5.5% | +3.0% | +2.5% | +3.4% |
| 1Y | +9.1% | -3.4% | +12.5% | +8.8% |
| 3Y | +36.0% | +80.1% | -44.1% | +9.7% |
| 5Y | -29.8% | +194.7% | -224.6% | -52.8% |
| 10Y | +36.6% | +512.3% | -475.7% | -25.6% |
| All | +36.6% | +534.3% | -497.7% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling