+1,038.1%
DIS vs CB
+7,216.6%
-6,178.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.5% |
| 7D | +9.1% | +5.3% | +3.8% | +7.3% |
| 30D | +14.8% | +13.2% | +1.6% | +10.3% |
| 3M | +21.2% | +7.8% | +13.4% | +18.2% |
| 6M | +18.3% | +15.8% | +2.5% | +12.5% |
| YTD | +5.4% | +21.0% | -15.6% | -1.4% |
| 1Y | +8.3% | +32.2% | -23.9% | -1.6% |
| 3Y | +44.2% | +76.7% | -32.5% | +18.3% |
| 5Y | -28.0% | +110.4% | -138.3% | -44.5% |
| 10Y | +39.6% | +261.0% | -221.3% | -10.7% |
| All | +1,038.1% | +7,216.6% | -6,178.5% | +336.2% |
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 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