+1,660.9%
DIS vs CMI
+15,921.4%
-14,260.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.9% | +0.5% | +1.4% | +1.7% |
| 30D | +9.2% | -14.0% | +23.2% | +14.2% |
| 3M | +13.5% | -28.1% | +41.7% | +25.5% |
| 6M | +14.3% | -35.8% | +50.1% | +29.7% |
| YTD | +5.4% | -10.5% | +15.9% | +6.3% |
| 1Y | +12.2% | -1.9% | +14.0% | +9.6% |
| 3Y | +37.2% | +121.0% | -83.8% | +1.3% |
| 5Y | -23.1% | +114.6% | -137.7% | -43.0% |
| 10Y | +32.2% | +325.5% | -293.3% | -23.0% |
| All | +1,660.9% | +15,921.4% | -14,260.5% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling