-42.2%
DIS vs CDE
+198.6%
-240.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | -3.5% | -2.0% | -1.6% | -3.3% |
| 30D | +1.0% | +15.7% | -14.7% | -0.6% |
| 3M | +5.7% | +30.5% | -24.8% | +2.3% |
| 6M | +3.3% | -7.4% | +10.6% | +2.8% |
| YTD | -7.7% | +17.9% | -25.6% | -10.9% |
| 1Y | -10.0% | +46.7% | -56.7% | -16.0% |
| 3Y | +31.7% | +851.3% | -819.6% | -6.9% |
| 5Y | -42.2% | +202.9% | -245.1% | -55.0% |
| All | -42.2% | +198.6% | -240.8% | -55.0% |
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