-23.6%
DIS vs CG
-21.9%
-1.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | +8.9% | +5.7% | +3.2% | +6.5% |
| 3M | +14.5% | -17.9% | +32.4% | +21.9% |
| 6M | +12.2% | -20.2% | +32.4% | +20.0% |
| YTD | +4.7% | -32.0% | +36.7% | +17.5% |
| 1Y | +2.8% | -27.0% | +29.8% | +12.1% |
| 3Y | +38.1% | +42.8% | -4.6% | +7.6% |
| 5Y | -23.6% | -23.4% | -0.2% | -27.8% |
| All | -23.6% | -21.9% | -1.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling