+21.9%
DIS vs CMS
+117.1%
-95.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.6% | +0.4% | -2.9% | -2.7% |
| 30D | +3.5% | -3.6% | +7.1% | +4.7% |
| 3M | +6.8% | -1.9% | +8.7% | +7.4% |
| 6M | +3.0% | -11.0% | +14.0% | +6.8% |
| YTD | -6.7% | +0.2% | -6.9% | -7.1% |
| 1Y | -10.1% | -1.3% | -8.8% | -10.1% |
| 3Y | +33.0% | +35.9% | -2.9% | +17.6% |
| 5Y | -40.0% | +23.1% | -63.1% | -45.6% |
| All | +21.9% | +117.1% | -95.2% | -1.0% |
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