+7.2%
DIS vs CMS
-0.8%
+8.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | +11.5% | +7.2% | +4.3% | +9.8% |
| 3M | +11.5% | -1.3% | +12.8% | +11.8% |
| 6M | +8.9% | -4.3% | +13.2% | +10.3% |
| YTD | +3.4% | +2.1% | +1.3% | +2.2% |
| 1Y | +7.2% | -0.6% | +7.8% | +7.0% |
| All | +7.2% | -0.8% | +8.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling