-31.9%
DIS vs CCL
+21.4%
-53.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +4.3% |
| 30D | +11.5% | +13.7% | -2.2% | +7.6% |
| 3M | +11.5% | +3.8% | +7.7% | +9.8% |
| 6M | +8.9% | +9.3% | -0.4% | +5.1% |
| YTD | +3.4% | -1.1% | +4.5% | +1.3% |
| 1Y | +7.2% | +14.6% | -7.4% | +0.5% |
| 3Y | +43.3% | +146.4% | -103.1% | +4.7% |
| All | -31.9% | +21.4% | -53.3% | -43.6% |
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