-10.1%
DIS vs CDE
+54.5%
-64.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +3.5% | +21.9% | -18.4% | +2.1% |
| 3M | +6.8% | +14.9% | -8.1% | +5.6% |
| 6M | +3.0% | -10.5% | +13.5% | +2.3% |
| YTD | -6.7% | +19.3% | -26.0% | -8.0% |
| 1Y | -10.1% | +50.8% | -60.9% | -10.6% |
| All | -10.1% | +54.5% | -64.6% | -10.6% |
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