+32.8%
DIS vs CMI
+156.7%
-123.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | +0.1% | -12.5% | +12.7% | +3.7% |
| 3M | +7.1% | -16.2% | +23.3% | +11.3% |
| 6M | +4.3% | +4.9% | -0.6% | -0.5% |
| YTD | -6.9% | +11.1% | -18.1% | -14.0% |
| 1Y | -10.3% | +43.4% | -53.7% | -25.9% |
| 3Y | +32.8% | +154.1% | -121.2% | -13.5% |
| All | +32.8% | +156.7% | -123.9% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling