+36.3%
DIS vs CB
+246.9%
-210.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | +10.3% | +8.2% | +2.1% | +6.4% |
| 3M | +15.5% | +6.3% | +9.2% | +12.2% |
| 6M | +11.2% | +16.2% | -5.0% | +3.2% |
| YTD | +5.6% | +19.3% | -13.8% | -3.5% |
| 1Y | +7.7% | +29.2% | -21.5% | -5.3% |
| 3Y | +39.3% | +71.4% | -32.2% | +5.0% |
| 5Y | -29.5% | +104.2% | -133.8% | -52.2% |
| 10Y | +36.3% | +246.7% | -210.4% | -28.8% |
| All | +36.3% | +246.9% | -210.7% | -28.8% |
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