-10.1%
DIS vs CMG
-11.4%
+1.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -2.6% | -2.8% | +0.2% | -2.2% |
| 30D | +3.5% | +7.1% | -3.6% | +2.5% |
| 3M | +6.8% | +31.2% | -24.3% | +1.6% |
| 6M | +3.0% | +0.7% | +2.3% | +1.9% |
| YTD | -6.7% | -0.1% | -6.6% | -7.4% |
| 1Y | -10.1% | -10.7% | +0.7% | -11.3% |
| All | -10.1% | -11.4% | +1.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling