+36.3%
DIS vs CL
+78.1%
-41.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +2.6% | +1.8% | +3.5% |
| 30D | +10.3% | +11.8% | -1.4% | +6.0% |
| 3M | +15.5% | +5.9% | +9.6% | +13.1% |
| 6M | +11.2% | +13.3% | -2.1% | +6.2% |
| YTD | +5.6% | +27.1% | -21.5% | -3.5% |
| 1Y | +7.7% | +28.0% | -20.3% | -1.9% |
| 3Y | +39.3% | +39.4% | -0.1% | +20.2% |
| 5Y | -29.5% | +40.8% | -70.3% | -40.1% |
| 10Y | +36.3% | +84.9% | -48.6% | +5.5% |
| All | +36.3% | +78.1% | -41.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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