-41.1%
DIS vs CME
+78.2%
-119.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -2.6% | -1.6% | -1.0% | -2.3% |
| 30D | +3.5% | +6.2% | -2.7% | +2.2% |
| 3M | +6.8% | +10.4% | -3.6% | +4.5% |
| 6M | +3.0% | -9.5% | +12.5% | +4.9% |
| YTD | -6.7% | +6.0% | -12.7% | -8.6% |
| 1Y | -10.1% | +9.3% | -19.4% | -12.7% |
| 3Y | +33.0% | +57.7% | -24.6% | +12.2% |
| All | -41.1% | +78.2% | -119.2% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling