+32.9%
DIS vs CMS
+137.8%
-104.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +10.3% | +6.6% | +3.7% | +7.9% |
| 3M | +15.6% | +0.8% | +14.8% | +15.2% |
| 6M | +15.1% | -3.3% | +18.5% | +16.3% |
| YTD | +6.0% | +2.7% | +3.2% | +4.6% |
| 1Y | +5.7% | -4.0% | +9.7% | +6.7% |
| 3Y | +39.8% | +37.6% | +2.2% | +23.1% |
| 5Y | -23.9% | +35.4% | -59.3% | -33.5% |
| 10Y | +32.9% | +136.0% | -103.1% | +7.1% |
| All | +32.9% | +137.8% | -104.8% | +7.1% |
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