-31.9%
DIS vs CME
+69.3%
-101.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +11.5% | +13.2% | -1.7% | +8.9% |
| 3M | +11.5% | +16.3% | -4.7% | +8.3% |
| 6M | +8.9% | +7.1% | +1.7% | +7.2% |
| YTD | +3.4% | +15.8% | -12.4% | -0.3% |
| 1Y | +7.2% | +17.1% | -9.9% | +3.0% |
| 3Y | +43.3% | +63.2% | -19.8% | +22.5% |
| All | -31.9% | +69.3% | -101.3% | -45.5% |
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