+790.7%
DIS vs CME
+8,169.9%
-7,379.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | +11.5% | +13.2% | -1.7% | +7.0% |
| 3M | +11.5% | +16.3% | -4.7% | +5.9% |
| 6M | +8.9% | +7.1% | +1.7% | +5.6% |
| YTD | +3.4% | +15.8% | -12.4% | -2.6% |
| 1Y | +7.2% | +17.1% | -9.9% | +0.5% |
| 3Y | +43.3% | +63.2% | -19.8% | +18.4% |
| 5Y | -31.4% | +70.2% | -101.7% | -44.7% |
| 10Y | +37.1% | +337.0% | -299.9% | -20.9% |
| All | +790.7% | +8,169.9% | -7,379.2% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling