+32.8%
DIS vs CNC
-2.0%
+34.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | 0.0% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +0.1% | -1.8% | +2.0% | +0.2% |
| 3M | +7.1% | -0.7% | +7.8% | +7.0% |
| 6M | +4.3% | +47.9% | -43.7% | +1.5% |
| YTD | -6.9% | +56.9% | -63.9% | -9.9% |
| 1Y | -10.3% | +123.9% | -134.2% | -15.1% |
| 3Y | +32.8% | -1.3% | +34.1% | +25.1% |
| All | +32.8% | -2.0% | +34.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling