+34.2%
DIS vs CF
+561.7%
-527.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +5.2% | -3.2% | +8.4% | +5.8% |
| 30D | +11.5% | +4.3% | +7.1% | +10.2% |
| 3M | +11.5% | +2.8% | +8.7% | +10.2% |
| 6M | +8.9% | +0.6% | +8.3% | +7.3% |
| YTD | +3.4% | +56.6% | -53.2% | -10.5% |
| 1Y | +7.2% | +49.6% | -42.4% | -6.2% |
| 3Y | +43.3% | +61.5% | -18.2% | +20.1% |
| 5Y | -31.4% | +124.0% | -155.4% | -51.0% |
| All | +34.2% | +561.7% | -527.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling