+1,458.7%
DIS vs CI
+7,591.2%
-6,132.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +3.5% | +4.4% | -1.0% | +2.3% |
| 3M | +6.8% | +0.7% | +6.2% | +6.4% |
| 6M | +3.0% | +0.3% | +2.6% | +2.4% |
| YTD | -6.7% | +3.8% | -10.5% | -8.2% |
| 1Y | -10.1% | -5.5% | -4.6% | -10.1% |
| 3Y | +33.0% | +8.1% | +24.9% | +24.7% |
| 5Y | -40.0% | +42.8% | -82.8% | -48.8% |
| 10Y | +21.1% | +143.9% | -122.8% | -14.7% |
| All | +1,458.7% | +7,591.2% | -6,132.5% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling