-31.9%
DIS vs CCL
+20.8%
-52.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +2.6% | +2.6% | +4.5% |
| 30D | +11.5% | +13.1% | -1.7% | +7.7% |
| 3M | +11.5% | +3.3% | +8.2% | +10.0% |
| 6M | +8.9% | +8.7% | +0.2% | +5.3% |
| YTD | +3.4% | -1.6% | +5.0% | +1.4% |
| 1Y | +7.2% | +14.0% | -6.8% | +0.6% |
| 3Y | +43.3% | +145.1% | -101.8% | +4.9% |
| All | -31.9% | +20.8% | -52.7% | -43.5% |
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