+36.6%
DIS vs CI
+158.0%
-121.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +10.2% | +4.7% | +5.6% | +8.9% |
| 3M | +13.5% | +5.2% | +8.3% | +11.9% |
| 6M | +11.1% | +3.8% | +7.3% | +9.6% |
| YTD | +5.5% | +9.2% | -3.7% | +2.3% |
| 1Y | +9.1% | +14.3% | -5.1% | +4.5% |
| 3Y | +36.0% | +8.4% | +27.6% | +26.8% |
| 5Y | -29.8% | +50.0% | -79.9% | -43.1% |
| 10Y | +36.6% | +142.2% | -105.6% | -2.8% |
| All | +36.6% | +158.0% | -121.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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