-41.5%
DIS vs CMG
-3.5%
-38.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | +0.1% | +12.7% | -12.6% | -3.5% |
| 3M | +7.1% | +26.3% | -19.2% | -2.0% |
| 6M | +4.3% | +4.5% | -0.2% | +1.4% |
| YTD | -6.9% | -0.1% | -6.8% | -8.3% |
| 1Y | -10.3% | -6.8% | -3.5% | -10.7% |
| 3Y | +32.8% | -5.0% | +37.8% | +23.4% |
| 5Y | -41.5% | -3.0% | -38.4% | -51.0% |
| All | -41.5% | -3.5% | -38.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling