-17.8%
DIS vs CEG
+651.0%
-668.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | +0.6% | +11.8% | -11.2% | -0.8% |
| 30D | +10.3% | -6.5% | +16.8% | +11.0% |
| 3M | +15.6% | -1.2% | +16.7% | +15.2% |
| 6M | +15.1% | -8.0% | +23.2% | +15.4% |
| YTD | +6.0% | -21.9% | +27.9% | +7.9% |
| 1Y | +5.7% | -21.4% | +27.1% | +7.3% |
| 3Y | +39.8% | +130.0% | -90.2% | +11.1% |
| All | -17.8% | +651.0% | -668.8% | -43.5% |
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