+1,458.7%
DIS vs CLF
+714.0%
+744.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.0% |
| 7D | -2.6% | +7.6% | -10.2% | -3.7% |
| 30D | +3.5% | -1.2% | +4.7% | +3.4% |
| 3M | +6.8% | -13.4% | +20.2% | +8.1% |
| 6M | +3.0% | +15.4% | -12.4% | -1.0% |
| YTD | -6.7% | -5.9% | -0.9% | -8.1% |
| 1Y | -10.1% | +18.8% | -28.9% | -15.8% |
| 3Y | +33.0% | -19.4% | +52.4% | +26.0% |
| 5Y | -40.0% | -47.7% | +7.7% | -41.1% |
| 10Y | +21.1% | +130.4% | -109.3% | -17.1% |
| All | +1,458.7% | +714.0% | +744.7% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling