+32.9%
DIS vs CNC
+155.3%
-122.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | -7.3% | +7.9% | +1.8% |
| 30D | +10.3% | +5.2% | +5.1% | +9.2% |
| 3M | +15.6% | +8.6% | +6.9% | +13.7% |
| 6M | +15.1% | +25.1% | -9.9% | +10.1% |
| YTD | +6.0% | +71.3% | -65.3% | -5.0% |
| 1Y | +5.7% | +99.3% | -93.6% | -7.9% |
| 3Y | +39.8% | -1.9% | +41.7% | +33.6% |
| 5Y | -23.9% | -6.4% | -17.5% | -27.6% |
| 10Y | +32.9% | +178.1% | -145.2% | +9.7% |
| All | +32.9% | +155.3% | -122.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling