-31.2%
DIS vs CSGP
-62.1%
+30.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.0% |
| 7D | +5.7% | +13.9% | -8.2% | +1.9% |
| 30D | +12.7% | +16.0% | -3.3% | +7.2% |
| 3M | +15.2% | +6.1% | +9.1% | +12.0% |
| 6M | +17.6% | -8.2% | +25.7% | +18.4% |
| YTD | +3.8% | -52.3% | +56.2% | +26.0% |
| 1Y | +6.8% | -54.5% | +61.3% | +31.4% |
| 3Y | +42.1% | -58.6% | +100.7% | +74.1% |
| 5Y | -31.2% | -61.5% | +30.3% | -16.4% |
| All | -31.2% | -62.1% | +30.9% | -16.4% |
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 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