+703.5%
DIS vs CME
+7,469.3%
-6,765.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | +3.5% | +6.2% | -2.7% | +1.4% |
| 3M | +6.8% | +10.4% | -3.6% | +3.0% |
| 6M | +3.0% | -9.5% | +12.5% | +5.6% |
| YTD | -6.7% | +6.0% | -12.7% | -9.4% |
| 1Y | -10.1% | +9.3% | -19.4% | -13.7% |
| 3Y | +33.0% | +57.7% | -24.6% | +11.1% |
| 5Y | -40.0% | +77.7% | -117.7% | -52.3% |
| 10Y | +21.1% | +281.2% | -260.2% | -26.9% |
| All | +703.5% | +7,469.3% | -6,765.8% | +114.1% |
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