+33.8%
DIS vs CSGP
-61.9%
+95.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | +3.5% | +2.3% | +1.2% | +2.9% |
| 3M | +6.8% | -8.2% | +15.0% | +8.0% |
| 6M | +3.0% | -35.1% | +38.0% | +11.2% |
| YTD | -6.7% | -54.0% | +47.3% | +7.4% |
| 1Y | -10.1% | -65.3% | +55.2% | +10.3% |
| All | +33.8% | -61.9% | +95.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling