-23.6%
DIS vs CCL
+30.6%
-54.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +8.9% | +10.3% | -1.4% | +5.9% |
| 3M | +14.5% | +6.6% | +8.0% | +12.0% |
| 6M | +12.2% | +20.0% | -7.8% | +5.7% |
| YTD | +4.7% | -1.9% | +6.6% | +2.8% |
| 1Y | +2.8% | +10.4% | -7.6% | -2.6% |
| 3Y | +38.1% | +134.8% | -96.7% | +2.6% |
| 5Y | -23.6% | +34.0% | -57.6% | -38.3% |
| All | -23.6% | +30.6% | -54.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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