-31.2%
DIS vs CL
+43.3%
-74.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +5.7% | +5.9% | -0.2% | +4.1% |
| 30D | +12.7% | +13.8% | -1.1% | +8.9% |
| 3M | +15.2% | +6.4% | +8.8% | +13.2% |
| 6M | +17.6% | +15.6% | +1.9% | +13.3% |
| YTD | +3.8% | +27.9% | -24.1% | -2.6% |
| 1Y | +6.8% | +31.4% | -24.6% | -0.5% |
| 3Y | +42.1% | +41.4% | +0.7% | +26.8% |
| 5Y | -31.2% | +42.8% | -73.9% | -41.5% |
| All | -31.2% | +43.3% | -74.5% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling