+8.3%
DIS vs CDE
+0.7%
+7.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +3.5% |
| 7D | +9.1% | +1.1% | +8.0% | +8.9% |
| 30D | +14.8% | -14.5% | +29.3% | +15.9% |
| 3M | +21.2% | -10.1% | +31.2% | +21.1% |
| 6M | +18.3% | -16.9% | +35.2% | +18.5% |
| YTD | +5.4% | -18.1% | +23.5% | +3.5% |
| 1Y | +8.3% | +5.6% | +2.6% | +1.4% |
| All | +8.3% | +0.7% | +7.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling