+1,021.6%
DIS vs CB
+7,167.0%
-6,145.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +5.7% | +2.6% | +3.1% | +4.8% |
| 30D | +12.7% | +11.2% | +1.5% | +8.9% |
| 3M | +15.2% | +5.7% | +9.5% | +13.1% |
| 6M | +17.6% | +15.9% | +1.6% | +11.7% |
| YTD | +3.8% | +20.2% | -16.3% | -2.6% |
| 1Y | +6.8% | +32.4% | -25.6% | -3.0% |
| 3Y | +42.1% | +75.5% | -33.4% | +16.8% |
| 5Y | -31.2% | +105.5% | -136.7% | -46.6% |
| 10Y | +37.6% | +258.5% | -220.9% | -11.8% |
| All | +1,021.6% | +7,167.0% | -6,145.4% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling