+36.6%
DIS vs CME
+320.1%
-283.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +10.2% | +8.5% | +1.7% | +7.1% |
| 3M | +13.5% | +16.0% | -2.5% | +7.6% |
| 6M | +11.1% | +9.3% | +1.8% | +6.9% |
| YTD | +5.5% | +15.3% | -9.8% | -1.0% |
| 1Y | +9.1% | +14.4% | -5.3% | +2.6% |
| 3Y | +36.0% | +59.9% | -23.9% | +9.6% |
| 5Y | -29.8% | +69.4% | -99.3% | -45.7% |
| 10Y | +36.6% | +299.5% | -262.9% | -15.1% |
| All | +36.6% | +320.1% | -283.5% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling