+46.9%
DIS vs CFG
+351.2%
-304.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.3% |
| 7D | +5.7% | -2.2% | +7.9% | +6.5% |
| 30D | +12.7% | +0.4% | +12.3% | +12.5% |
| 3M | +15.2% | -12.6% | +27.8% | +20.8% |
| 6M | +17.6% | +0.6% | +16.9% | +16.7% |
| YTD | +3.8% | +12.4% | -8.6% | -1.6% |
| 1Y | +6.8% | +27.7% | -20.9% | -3.5% |
| 3Y | +42.1% | +172.4% | -130.3% | -5.7% |
| 5Y | -31.2% | +64.0% | -95.1% | -46.2% |
| 10Y | +37.6% | +252.8% | -215.2% | -25.7% |
| All | +46.9% | +351.2% | -304.3% | -27.3% |
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