+15.5%
DIS vs CORZ
+237.5%
-222.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.5% |
| 7D | -1.1% | +16.6% | -17.6% | -2.0% |
| 30D | +0.1% | -10.9% | +11.0% | +0.7% |
| 3M | +7.1% | -31.0% | +38.1% | +9.1% |
| 6M | +4.3% | +26.0% | -21.8% | +1.6% |
| YTD | -6.9% | +28.6% | -35.6% | -9.8% |
| 1Y | -10.3% | +34.5% | -44.8% | -13.8% |
| All | +15.5% | +237.5% | -222.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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