-41.1%
DIS vs CB
+99.7%
-140.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +3.5% | -3.1% | +6.6% | +4.7% |
| 3M | +6.8% | +9.0% | -2.1% | +3.2% |
| 6M | +3.0% | +2.9% | +0.1% | +1.6% |
| YTD | -6.7% | +10.1% | -16.8% | -10.6% |
| 1Y | -10.1% | +22.8% | -32.9% | -17.7% |
| 3Y | +33.0% | +73.8% | -40.8% | +3.0% |
| All | -41.1% | +99.7% | -140.8% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling