+794.3%
DIS vs CME
+8,206.4%
-7,412.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +5.7% | +3.7% | +2.0% | +4.5% |
| 30D | +12.7% | +13.7% | -1.0% | +8.0% |
| 3M | +15.2% | +16.6% | -1.4% | +9.3% |
| 6M | +17.6% | +8.2% | +9.4% | +13.7% |
| YTD | +3.8% | +16.3% | -12.5% | -2.3% |
| 1Y | +6.8% | +19.1% | -12.3% | -0.5% |
| 3Y | +42.1% | +67.4% | -25.2% | +16.3% |
| 5Y | -31.2% | +71.0% | -102.1% | -44.5% |
| 10Y | +37.6% | +338.9% | -301.3% | -20.7% |
| All | +794.3% | +8,206.4% | -7,412.1% | +130.9% |
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