+18.3%
DIS vs CL
+16.3%
+2.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +2.6% |
| 7D | +9.1% | +7.7% | +1.4% | +5.2% |
| 30D | +14.8% | +15.2% | -0.4% | +6.8% |
| 3M | +21.2% | +7.3% | +13.8% | +16.9% |
| 6M | +18.3% | +17.0% | +1.3% | +8.1% |
| All | +18.3% | +16.3% | +2.0% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling