-41.1%
DIS vs CCL
+5.2%
-46.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | -5.0% | +2.5% | -1.2% |
| 30D | +3.5% | -20.3% | +23.8% | +9.9% |
| 3M | +6.8% | -15.1% | +22.0% | +11.1% |
| 6M | +3.0% | -15.1% | +18.1% | +6.2% |
| YTD | -6.7% | -21.8% | +15.1% | -2.3% |
| 1Y | -10.1% | -24.8% | +14.7% | -5.4% |
| 3Y | +33.0% | +51.9% | -18.8% | +10.8% |
| All | -41.1% | +5.2% | -46.3% | -48.4% |
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