+22.0%
DIS vs COR
+405.8%
-383.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.3% |
| 7D | -2.6% | +2.8% | -5.4% | -3.2% |
| 30D | +3.5% | +4.5% | -1.0% | +2.4% |
| 3M | +6.8% | +22.7% | -15.8% | +1.7% |
| 6M | +3.0% | -9.7% | +12.7% | +5.0% |
| YTD | -6.7% | -1.4% | -5.3% | -7.5% |
| 1Y | -10.1% | +13.9% | -24.0% | -14.6% |
| 3Y | +33.0% | +94.0% | -60.9% | +5.9% |
| 5Y | -40.0% | +184.0% | -224.0% | -58.1% |
| All | +22.0% | +405.8% | -383.9% | -26.6% |
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