-31.2%
DIS vs CB
+107.2%
-138.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +5.7% | +2.6% | +3.1% | +4.7% |
| 30D | +12.7% | +11.2% | +1.5% | +8.4% |
| 3M | +15.2% | +5.7% | +9.5% | +12.8% |
| 6M | +17.6% | +15.9% | +1.6% | +11.0% |
| YTD | +3.8% | +20.2% | -16.3% | -3.6% |
| 1Y | +6.8% | +32.4% | -25.6% | -4.6% |
| 3Y | +42.1% | +75.5% | -33.4% | +11.2% |
| 5Y | -31.2% | +105.5% | -136.7% | -51.4% |
| All | -31.2% | +107.2% | -138.3% | -51.4% |
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 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