+1,635.0%
DIS vs CI
+8,153.0%
-6,518.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +5.7% | +1.0% | +4.7% | +5.4% |
| 30D | +12.7% | +9.9% | +2.8% | +9.8% |
| 3M | +15.2% | +12.1% | +3.1% | +11.6% |
| 6M | +17.6% | +10.6% | +6.9% | +13.9% |
| YTD | +3.8% | +11.4% | -7.6% | +0.2% |
| 1Y | +6.8% | +18.8% | -12.0% | +1.2% |
| 3Y | +42.1% | +2.9% | +39.3% | +35.3% |
| 5Y | -31.2% | +54.5% | -85.7% | -42.5% |
| 10Y | +37.6% | +175.7% | -138.1% | -6.2% |
| All | +1,635.0% | +8,153.0% | -6,518.0% | +263.0% |
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 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