+31.3%
DIS vs CDE
+811.2%
-779.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | +0.1% | +18.8% | -18.7% | -1.2% |
| 3M | +7.1% | +23.5% | -16.4% | +5.0% |
| 6M | +4.3% | -8.6% | +12.9% | +4.0% |
| YTD | -6.9% | +16.0% | -23.0% | -9.1% |
| 1Y | -10.3% | +42.1% | -52.4% | -14.4% |
| All | +31.3% | +811.2% | -779.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling