-10.0%
DIS vs CMG
-8.9%
-1.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -3.5% | -6.5% | +2.9% | -2.6% |
| 30D | +1.0% | +12.1% | -11.1% | -0.5% |
| 3M | +5.7% | +20.6% | -14.9% | +1.8% |
| 6M | +3.3% | +2.1% | +1.2% | +2.0% |
| YTD | -7.7% | -2.6% | -5.1% | -8.1% |
| 1Y | -10.0% | -8.7% | -1.3% | -11.0% |
| All | -10.0% | -8.9% | -1.0% | -11.0% |
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