-22.5%
DIS vs CDE
+95.5%
-118.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.8% |
| 7D | +1.9% | -9.6% | +11.5% | +2.8% |
| 30D | +9.2% | -6.7% | +15.8% | +9.7% |
| 3M | +13.5% | -24.2% | +37.7% | +15.9% |
| 6M | +14.3% | -29.1% | +43.4% | +16.7% |
| YTD | +5.4% | -21.5% | +26.9% | +5.4% |
| 1Y | +12.2% | -7.4% | +19.5% | +10.1% |
| 3Y | +37.2% | +596.3% | -559.1% | -0.4% |
| All | -22.5% | +95.5% | -118.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling