-31.9%
DIS vs CLF
-51.2%
+19.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +5.2% | -19.6% | +24.8% | +8.1% |
| 30D | +11.5% | -5.0% | +16.4% | +11.5% |
| 3M | +11.5% | -6.3% | +17.8% | +11.3% |
| 6M | +8.9% | +2.8% | +6.1% | +5.9% |
| YTD | +3.4% | -13.7% | +17.1% | +2.4% |
| 1Y | +7.2% | +13.6% | -6.4% | +1.3% |
| 3Y | +43.3% | -34.0% | +77.3% | +39.6% |
| All | -31.9% | -51.2% | +19.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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