-27.6%
DIS vs CEG
+717.3%
-744.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.3% |
| 7D | -2.6% | +8.0% | -10.6% | -3.6% |
| 30D | +3.5% | +12.9% | -9.4% | +1.8% |
| 3M | +6.8% | +13.2% | -6.3% | +4.9% |
| 6M | +3.0% | -7.0% | +10.0% | +3.3% |
| YTD | -6.7% | -15.0% | +8.3% | -5.6% |
| 1Y | -10.1% | -2.7% | -7.4% | -11.3% |
| 3Y | +33.0% | +184.1% | -151.0% | +1.8% |
| All | -27.6% | +717.3% | -744.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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