+34.2%
DIS vs CMS
+125.4%
-91.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +11.5% | +6.3% | +5.1% | +9.2% |
| 3M | +11.5% | -2.1% | +13.6% | +12.2% |
| 6M | +8.9% | -5.1% | +14.0% | +10.6% |
| YTD | +3.4% | +1.3% | +2.2% | +2.5% |
| 1Y | +7.2% | -1.4% | +8.6% | +7.2% |
| 3Y | +43.3% | +36.9% | +6.4% | +26.4% |
| 5Y | -31.4% | +32.5% | -64.0% | -39.6% |
| All | +34.2% | +125.4% | -91.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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