+1,458.7%
DIS vs CL
+4,870.0%
-3,411.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.2% |
| 7D | -2.6% | -2.2% | -0.4% | -1.7% |
| 30D | +3.5% | -4.8% | +8.3% | +5.5% |
| 3M | +6.8% | +4.9% | +1.9% | +4.8% |
| 6M | +3.0% | -5.7% | +8.7% | +5.1% |
| YTD | -6.7% | +14.4% | -21.1% | -11.9% |
| 1Y | -10.1% | +8.7% | -18.8% | -13.6% |
| 3Y | +33.0% | +30.0% | +3.1% | +17.4% |
| 5Y | -40.0% | +28.4% | -68.4% | -47.3% |
| 10Y | +21.1% | +50.1% | -29.0% | -2.1% |
| All | +1,458.7% | +4,870.0% | -3,411.2% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling