+34.2%
DIS vs CAG
-38.1%
+72.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +5.2% | +5.8% | -0.6% | +4.2% |
| 30D | +11.5% | +16.4% | -4.9% | +8.5% |
| 3M | +11.5% | +3.8% | +7.7% | +10.6% |
| 6M | +8.9% | +10.8% | -2.0% | +6.6% |
| YTD | +3.4% | -5.8% | +9.2% | +3.8% |
| 1Y | +7.2% | -2.4% | +9.6% | +6.9% |
| 3Y | +43.3% | -33.4% | +76.7% | +50.7% |
| 5Y | -31.4% | -39.4% | +8.0% | -26.9% |
| All | +34.2% | -38.1% | +72.3% | +38.1% |
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