+22.3%
DIS vs CMG
+314.3%
-292.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | -3.5% | -6.5% | +2.9% | -1.8% |
| 30D | +1.0% | +12.1% | -11.1% | -2.1% |
| 3M | +5.7% | +20.6% | -14.9% | -0.6% |
| 6M | +3.3% | +2.1% | +1.2% | +1.5% |
| YTD | -7.7% | -2.6% | -5.1% | -8.3% |
| 1Y | -10.0% | -8.7% | -1.3% | -9.8% |
| 3Y | +31.7% | -7.4% | +39.1% | +28.4% |
| 5Y | -42.2% | -5.7% | -36.5% | -45.6% |
| 10Y | +22.3% | +322.3% | -300.0% | -16.3% |
| All | +22.3% | +314.3% | -292.0% | -16.3% |
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 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