+31.9%
DIS vs CP
+257.3%
-225.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +1.9% | +2.1% | -0.2% | +0.8% |
| 30D | +9.2% | +9.3% | -0.2% | +4.4% |
| 3M | +13.5% | +0.5% | +13.1% | +13.0% |
| 6M | +14.3% | +10.4% | +3.9% | +8.2% |
| YTD | +5.4% | +28.7% | -23.3% | -8.1% |
| 1Y | +12.2% | +33.2% | -21.0% | -3.9% |
| 3Y | +37.2% | +38.4% | -1.2% | +12.2% |
| 5Y | -23.1% | +26.2% | -49.3% | -35.1% |
| All | +31.9% | +257.3% | -225.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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