-10.1%
DIS vs CMI
+45.0%
-55.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +3.5% | -13.4% | +16.9% | +4.7% |
| 3M | +6.8% | -17.0% | +23.8% | +8.0% |
| 6M | +3.0% | -1.6% | +4.6% | +0.9% |
| YTD | -6.7% | +11.0% | -17.7% | -9.9% |
| 1Y | -10.1% | +41.9% | -52.0% | -12.1% |
| All | -10.1% | +45.0% | -55.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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