-31.9%
DIS vs CI
+49.9%
-81.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | +5.2% | -1.6% | +6.8% | +5.5% |
| 30D | +11.5% | +5.4% | +6.0% | +10.6% |
| 3M | +11.5% | +7.3% | +4.3% | +10.4% |
| 6M | +8.9% | +5.3% | +3.6% | +7.9% |
| YTD | +3.4% | +8.5% | -5.1% | +2.0% |
| 1Y | +7.2% | +17.1% | -9.9% | +4.7% |
| 3Y | +43.3% | +1.4% | +41.9% | +40.7% |
| All | -31.9% | +49.9% | -81.8% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling