-29.5%
DIS vs CMI
+116.0%
-145.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | +4.4% | -9.3% | +13.7% | +7.8% |
| 30D | +10.3% | -13.2% | +23.6% | +15.5% |
| 3M | +15.5% | -28.2% | +43.7% | +29.2% |
| 6M | +11.2% | -32.7% | +43.9% | +25.6% |
| YTD | +5.6% | -10.1% | +15.7% | +3.3% |
| 1Y | +7.7% | -4.9% | +12.6% | +2.4% |
| 3Y | +39.3% | +120.4% | -81.1% | -17.3% |
| 5Y | -29.5% | +114.3% | -143.8% | -58.4% |
| All | -29.5% | +116.0% | -145.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling