-29.5%
DIS vs CFG
+66.0%
-95.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | +10.3% | +2.8% | +7.5% | +9.2% |
| 3M | +15.5% | -10.1% | +25.6% | +20.1% |
| 6M | +11.2% | +3.2% | +8.0% | +9.2% |
| YTD | +5.6% | +14.2% | -8.6% | -0.8% |
| 1Y | +7.7% | +27.4% | -19.7% | -3.2% |
| 3Y | +39.3% | +187.6% | -148.3% | -11.9% |
| 5Y | -29.5% | +65.7% | -95.2% | -45.1% |
| All | -29.5% | +66.0% | -95.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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