+21.2%
DIS vs CAG
-36.5%
+57.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -1.1% | -5.3% | +4.2% | -0.2% |
| 30D | +0.1% | +1.0% | -0.8% | 0.0% |
| 3M | +7.1% | +17.4% | -10.3% | +4.1% |
| 6M | +4.3% | -16.8% | +21.1% | +7.2% |
| YTD | -6.9% | -6.8% | -0.2% | -6.3% |
| 1Y | -10.3% | -15.4% | +5.1% | -8.3% |
| 3Y | +32.8% | -37.1% | +69.9% | +41.2% |
| 5Y | -41.5% | -41.3% | -0.2% | -37.2% |
| 10Y | +21.2% | -35.5% | +56.6% | +23.4% |
| All | +21.2% | -36.5% | +57.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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