+34.7%
DIS vs CSGP
+71.3%
-36.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.0% |
| 7D | +5.7% | +13.9% | -8.2% | +1.6% |
| 30D | +12.7% | +16.0% | -3.3% | +6.9% |
| 3M | +15.2% | +6.1% | +9.1% | +11.8% |
| 6M | +17.6% | -8.2% | +25.7% | +18.4% |
| YTD | +3.8% | -52.3% | +56.2% | +26.5% |
| 1Y | +6.8% | -54.5% | +61.3% | +31.9% |
| 3Y | +42.1% | -58.6% | +100.7% | +75.7% |
| 5Y | -31.2% | -61.5% | +30.3% | -15.3% |
| All | +34.7% | +71.3% | -36.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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