+22.0%
DIS vs CG
+362.4%
-340.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -2.6% | -4.3% | +1.7% | -1.0% |
| 30D | +3.5% | -5.1% | +8.6% | +5.2% |
| 3M | +6.8% | +8.7% | -1.9% | +2.8% |
| 6M | +3.0% | -9.2% | +12.2% | +5.5% |
| YTD | -6.7% | -18.9% | +12.1% | -1.1% |
| 1Y | -10.1% | -25.6% | +15.6% | -2.0% |
| 3Y | +33.0% | +57.3% | -24.2% | +2.6% |
| 5Y | -40.0% | +10.2% | -50.1% | -49.0% |
| All | +22.0% | +362.4% | -340.5% | -34.7% |
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