+22.7%
DIS vs CMI
+509.0%
-486.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | +2.2% | -12.8% | +15.0% | +7.9% |
| 3M | +8.1% | -12.4% | +20.6% | +12.6% |
| 6M | +5.2% | -0.9% | +6.1% | +2.6% |
| YTD | -6.3% | +8.9% | -15.1% | -13.3% |
| 1Y | -7.3% | +37.7% | -45.0% | -23.8% |
| 3Y | +33.8% | +148.9% | -115.1% | -19.1% |
| 5Y | -40.7% | +164.4% | -205.1% | -65.7% |
| All | +22.7% | +509.0% | -486.4% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling