-31.2%
DIS vs CLF
-49.8%
+18.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.8% | +0.2% |
| 7D | +5.7% | -21.0% | +26.7% | +8.8% |
| 30D | +12.7% | -8.0% | +20.7% | +13.2% |
| 3M | +15.2% | -10.9% | +26.1% | +15.8% |
| 6M | +17.6% | +5.8% | +11.7% | +13.8% |
| YTD | +3.8% | -15.1% | +19.0% | +3.0% |
| 1Y | +6.8% | +7.2% | -0.4% | +1.8% |
| 3Y | +42.1% | -34.2% | +76.3% | +38.2% |
| 5Y | -31.2% | -49.6% | +18.4% | -34.3% |
| All | -31.2% | -49.8% | +18.6% | -34.3% |
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