+8.3%
DIS vs CME
+19.8%
-11.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.1% |
| 7D | +9.1% | +4.8% | +4.2% | +9.0% |
| 30D | +14.8% | +14.2% | +0.6% | +14.6% |
| 3M | +21.2% | +17.9% | +3.2% | +21.0% |
| 6M | +18.3% | +7.2% | +11.1% | +16.5% |
| YTD | +5.4% | +16.7% | -11.4% | +5.5% |
| 1Y | +8.3% | +19.6% | -11.3% | +9.1% |
| All | +8.3% | +19.8% | -11.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling