+617.0%
DIS vs CNC
+5,809.2%
-5,192.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | -5.3% | +6.1% | +1.8% |
| 30D | +8.9% | +2.0% | +6.8% | +8.3% |
| 3M | +14.5% | +4.8% | +9.8% | +13.4% |
| 6M | +12.2% | +18.5% | -6.3% | +8.2% |
| YTD | +4.7% | +70.8% | -66.0% | -6.3% |
| 1Y | +2.8% | +94.1% | -91.3% | -10.3% |
| 3Y | +38.1% | -2.2% | +40.4% | +30.5% |
| 5Y | -23.6% | -7.4% | -16.2% | -27.9% |
| 10Y | +31.4% | +177.3% | -145.9% | -2.6% |
| All | +617.0% | +5,809.2% | -5,192.1% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling