+31.9%
DIS vs CFG
+396.4%
-364.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.6% | +1.5% | -4.1% | -3.1% |
| 30D | +3.5% | -3.8% | +7.3% | +4.9% |
| 3M | +6.8% | +11.5% | -4.7% | +2.2% |
| 6M | +3.0% | +19.2% | -16.2% | -4.0% |
| YTD | -6.7% | +23.7% | -30.4% | -14.5% |
| 1Y | -10.1% | +38.8% | -48.9% | -21.3% |
| 3Y | +33.0% | +178.9% | -145.9% | -12.7% |
| 5Y | -40.0% | +101.8% | -141.8% | -56.6% |
| 10Y | +21.1% | +317.3% | -296.2% | -38.2% |
| All | +31.9% | +396.4% | -364.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling