+36.3%
DIS vs CG
+308.6%
-272.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +4.4% | +2.0% | +2.4% | +3.5% |
| 30D | +10.3% | +8.5% | +1.8% | +6.8% |
| 3M | +15.5% | -12.1% | +27.7% | +20.4% |
| 6M | +11.2% | -16.4% | +27.6% | +17.3% |
| YTD | +5.6% | -28.0% | +33.5% | +16.5% |
| 1Y | +7.7% | -18.9% | +26.6% | +13.4% |
| 3Y | +39.3% | +51.2% | -12.0% | +8.3% |
| 5Y | -29.5% | -15.9% | -13.7% | -33.7% |
| 10Y | +36.3% | +305.9% | -269.7% | -23.1% |
| All | +36.3% | +308.6% | -272.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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