+14.3%
DIS vs CDE
-30.3%
+44.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.7% |
| 7D | +1.9% | -9.6% | +11.5% | +2.4% |
| 30D | +9.2% | -6.7% | +15.8% | +9.3% |
| 3M | +13.5% | -24.2% | +37.7% | +14.1% |
| 6M | +14.3% | -29.1% | +43.4% | +15.9% |
| All | +14.3% | -30.3% | +44.6% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling