+427.8%
DIS vs CMG
+4,006.7%
-3,578.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.6% | -2.8% | +0.2% | -1.9% |
| 30D | +3.5% | +7.1% | -3.6% | +1.6% |
| 3M | +6.8% | +31.2% | -24.3% | -1.1% |
| 6M | +3.0% | +0.7% | +2.3% | +1.7% |
| YTD | -6.7% | -0.1% | -6.6% | -7.8% |
| 1Y | -10.1% | -10.7% | +0.7% | -9.4% |
| 3Y | +33.0% | -4.7% | +37.7% | +29.5% |
| 5Y | -40.0% | -3.8% | -36.2% | -42.7% |
| 10Y | +21.1% | +352.5% | -331.4% | -23.4% |
| All | +427.8% | +4,006.7% | -3,578.9% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling