+91.5%
CSCO vs DIS
-23.4%
+114.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | -15.8% | +9.2% | -25.0% | -17.7% |
| 3M | -15.4% | +13.5% | -28.9% | -18.2% |
| 6M | -5.4% | +14.3% | -19.7% | -9.0% |
| YTD | +26.5% | +5.4% | +21.1% | +24.0% |
| 1Y | +25.9% | +12.2% | +13.7% | +21.1% |
| 3Y | +97.5% | +37.2% | +60.3% | +73.5% |
| All | +91.5% | -23.4% | +114.9% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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