+907.6%
DIS vs CB
+6,559.4%
-5,651.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +3.5% | -3.1% | +6.6% | +4.5% |
| 3M | +6.8% | +9.0% | -2.1% | +3.7% |
| 6M | +3.0% | +2.9% | +0.1% | +1.7% |
| YTD | -6.7% | +10.1% | -16.8% | -10.0% |
| 1Y | -10.1% | +22.8% | -32.9% | -16.4% |
| 3Y | +33.0% | +73.8% | -40.8% | +9.6% |
| 5Y | -40.0% | +99.2% | -139.2% | -52.9% |
| 10Y | +21.1% | +218.2% | -197.2% | -19.4% |
| All | +907.6% | +6,559.4% | -5,651.8% | +298.3% |
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