+37.2%
DIS vs COR
+86.2%
-49.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.7% |
| 7D | +1.9% | +7.8% | -5.9% | +2.1% |
| 30D | +9.2% | +7.0% | +2.2% | +9.4% |
| 3M | +13.5% | +16.3% | -2.7% | +14.4% |
| 6M | +14.3% | +41.3% | -27.0% | +17.6% |
| YTD | +5.4% | +7.1% | -1.8% | +6.5% |
| 1Y | +12.2% | -0.8% | +13.0% | +12.9% |
| 3Y | +37.2% | +85.0% | -47.8% | +47.1% |
| All | +37.2% | +86.2% | -49.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling