-29.5%
DIS vs CI
+53.6%
-83.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | +4.4% | +2.6% | +1.8% | +4.0% |
| 30D | +10.3% | +7.3% | +3.0% | +9.2% |
| 3M | +15.5% | +9.5% | +6.0% | +14.0% |
| 6M | +11.2% | +6.4% | +4.8% | +10.0% |
| YTD | +5.6% | +12.0% | -6.4% | +3.6% |
| 1Y | +7.7% | +20.1% | -12.3% | +4.8% |
| 3Y | +39.3% | +9.6% | +29.7% | +34.5% |
| 5Y | -29.5% | +52.7% | -82.2% | -42.0% |
| All | -29.5% | +53.6% | -83.1% | -42.0% |
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