+31.9%
DIS vs CB
+250.2%
-218.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | +1.9% | +2.9% | -1.0% | +0.5% |
| 30D | +9.2% | +7.3% | +1.8% | +5.7% |
| 3M | +13.5% | +9.4% | +4.1% | +8.8% |
| 6M | +14.3% | +19.6% | -5.4% | +4.7% |
| YTD | +5.4% | +21.5% | -16.1% | -4.5% |
| 1Y | +12.2% | +28.0% | -15.8% | -0.9% |
| 3Y | +37.2% | +74.9% | -37.7% | +2.4% |
| 5Y | -23.1% | +108.1% | -131.3% | -48.3% |
| All | +31.9% | +250.2% | -218.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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