+3.0%
DIS vs CB
+1.8%
+1.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | +3.5% | -3.1% | +6.6% | +4.1% |
| 3M | +6.8% | +9.0% | -2.1% | +5.7% |
| 6M | +3.0% | +2.9% | +0.1% | +3.6% |
| All | +3.0% | +1.8% | +1.2% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling