+1,663.1%
DIS vs CAG
+604.3%
+1,058.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +5.3% | +4.6% | +0.7% | +4.1% |
| 30D | +10.2% | +14.7% | -4.4% | +6.3% |
| 3M | +13.5% | +2.4% | +11.2% | +12.6% |
| 6M | +11.1% | +10.7% | +0.4% | +7.7% |
| YTD | +5.5% | -5.5% | +11.0% | +6.0% |
| 1Y | +9.1% | -4.6% | +13.7% | +9.3% |
| 3Y | +36.0% | -34.4% | +70.4% | +47.4% |
| 5Y | -29.8% | -39.2% | +9.3% | -23.1% |
| 10Y | +36.6% | -39.0% | +75.6% | +42.2% |
| All | +1,663.1% | +604.3% | +1,058.8% | +710.7% |
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