+43.3%
DIS vs CG
+47.3%
-4.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | +11.5% | +5.0% | +6.4% | +9.9% |
| 3M | +11.5% | -18.2% | +29.7% | +17.3% |
| 6M | +8.9% | -20.7% | +29.6% | +15.1% |
| YTD | +3.4% | -31.4% | +34.8% | +13.1% |
| 1Y | +7.2% | -22.3% | +29.4% | +12.7% |
| 3Y | +43.3% | +50.2% | -6.9% | +46.4% |
| All | +43.3% | +47.3% | -4.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling