-31.2%
DIS vs CF
+125.5%
-156.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.6% |
| 30D | +12.7% | +2.2% | +10.5% | +12.4% |
| 3M | +15.2% | +2.1% | +13.1% | +14.7% |
| 6M | +17.6% | -6.5% | +24.1% | +17.8% |
| YTD | +3.8% | +55.6% | -51.7% | -4.3% |
| 1Y | +6.8% | +42.3% | -35.5% | -0.3% |
| 3Y | +42.1% | +55.7% | -13.6% | +29.1% |
| 5Y | -31.2% | +122.4% | -153.6% | -41.8% |
| All | -31.2% | +125.5% | -156.6% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling