-41.5%
DIS vs CMI
+170.2%
-211.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | +0.1% | -12.5% | +12.7% | +5.1% |
| 3M | +7.1% | -16.2% | +23.3% | +13.0% |
| 6M | +4.3% | +4.9% | -0.6% | -1.2% |
| YTD | -6.9% | +11.1% | -18.1% | -15.1% |
| 1Y | -10.3% | +43.4% | -53.7% | -28.3% |
| 3Y | +32.8% | +154.1% | -121.2% | -23.6% |
| 5Y | -41.5% | +169.5% | -211.0% | -68.7% |
| All | -41.5% | +170.2% | -211.7% | -68.7% |
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