+36.3%
DIS vs CAG
-38.9%
+75.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +4.4% | +6.6% | -2.2% | +3.2% |
| 30D | +10.3% | +13.9% | -3.6% | +7.7% |
| 3M | +15.5% | +4.0% | +11.5% | +14.5% |
| 6M | +11.2% | +10.0% | +1.2% | +9.0% |
| YTD | +5.6% | -6.1% | +11.7% | +6.0% |
| 1Y | +7.7% | -4.3% | +12.1% | +7.8% |
| 3Y | +39.3% | -34.6% | +73.8% | +47.0% |
| 5Y | -29.5% | -39.4% | +9.9% | -24.8% |
| 10Y | +36.3% | -34.2% | +70.4% | +36.6% |
| All | +36.3% | -38.9% | +75.1% | +36.6% |
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