+31.9%
DIS vs CMG
+342.6%
-310.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.2% |
| 30D | +9.2% | +15.6% | -6.4% | +4.8% |
| 3M | +13.5% | +8.2% | +5.3% | +10.6% |
| 6M | +14.3% | +9.9% | +4.4% | +9.6% |
| YTD | +5.4% | -4.6% | +10.0% | +4.9% |
| 1Y | +12.2% | +12.4% | -0.3% | +6.4% |
| 3Y | +37.2% | -18.0% | +55.2% | +38.0% |
| 5Y | -23.1% | -5.3% | -17.8% | -28.0% |
| All | +31.9% | +342.6% | -310.7% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling