+1,458.7%
DIS vs CAG
+604.9%
+853.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | -3.8% | +1.2% | -1.6% |
| 30D | +3.5% | +3.1% | +0.4% | +2.7% |
| 3M | +6.8% | +23.5% | -16.7% | +1.0% |
| 6M | +3.0% | -14.8% | +17.8% | +6.7% |
| YTD | -6.7% | -5.4% | -1.3% | -6.1% |
| 1Y | -10.1% | -11.8% | +1.7% | -8.0% |
| 3Y | +33.0% | -36.7% | +69.7% | +45.8% |
| 5Y | -40.0% | -40.3% | +0.3% | -33.8% |
| 10Y | +21.1% | -37.0% | +58.1% | +24.9% |
| All | +1,458.7% | +604.9% | +853.8% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling