-41.1%
DIS vs COR
+184.0%
-225.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.6% |
| 7D | -2.6% | +2.8% | -5.4% | -2.8% |
| 30D | +3.5% | +4.5% | -1.0% | +3.1% |
| 3M | +6.8% | +22.7% | -15.8% | +5.2% |
| 6M | +3.0% | -9.7% | +12.7% | +4.7% |
| YTD | -6.7% | -1.4% | -5.3% | -6.5% |
| 1Y | -10.1% | +13.9% | -24.0% | -12.4% |
| 3Y | +33.0% | +94.0% | -60.9% | +10.3% |
| All | -41.1% | +184.0% | -225.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling