+7.2%
DIS vs CB
+29.6%
-22.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +11.5% | +9.1% | +2.4% | +9.6% |
| 3M | +11.5% | +3.4% | +8.1% | +10.8% |
| 6M | +8.9% | +14.1% | -5.2% | +6.7% |
| YTD | +3.4% | +18.0% | -14.6% | -0.3% |
| 1Y | +7.2% | +30.1% | -22.9% | -1.8% |
| All | +7.2% | +29.6% | -22.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling