-41.1%
DIS vs CSGP
-64.7%
+23.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.0% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | +3.5% | +2.3% | +1.2% | +2.5% |
| 3M | +6.8% | -8.2% | +15.0% | +8.7% |
| 6M | +3.0% | -35.1% | +38.0% | +15.5% |
| YTD | -6.7% | -54.0% | +47.3% | +15.1% |
| 1Y | -10.1% | -65.3% | +55.2% | +21.3% |
| 3Y | +33.0% | -62.6% | +95.6% | +69.7% |
| All | -41.1% | -64.7% | +23.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling