+34.7%
DIS vs CF
+557.2%
-522.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -2.7% |
| 7D | +5.7% | +0.4% | +5.3% | +5.4% |
| 30D | +12.7% | +2.2% | +10.5% | +11.9% |
| 3M | +15.2% | +2.1% | +13.1% | +14.0% |
| 6M | +17.6% | -6.5% | +24.1% | +17.7% |
| YTD | +3.8% | +55.6% | -51.7% | -10.0% |
| 1Y | +6.8% | +42.3% | -35.5% | -5.4% |
| 3Y | +42.1% | +55.7% | -13.6% | +20.2% |
| 5Y | -31.2% | +122.4% | -153.6% | -50.7% |
| All | +34.7% | +557.2% | -522.4% | -24.8% |
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