+34.2%
DIS vs CME
+331.0%
-296.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | +11.5% | +13.2% | -1.7% | +6.7% |
| 3M | +11.5% | +16.3% | -4.7% | +5.6% |
| 6M | +8.9% | +7.1% | +1.7% | +5.5% |
| YTD | +3.4% | +15.8% | -12.4% | -3.1% |
| 1Y | +7.2% | +17.1% | -9.9% | -0.1% |
| 3Y | +43.3% | +63.2% | -19.8% | +14.7% |
| 5Y | -31.4% | +70.2% | -101.7% | -46.9% |
| All | +34.2% | +331.0% | -296.8% | -15.3% |
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