+33.8%
DIS vs CMS
+36.5%
-2.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.2% |
| 3M | +6.8% | -1.9% | +8.7% | +7.3% |
| 6M | +3.0% | -11.0% | +14.0% | +5.3% |
| YTD | -6.7% | +0.2% | -6.9% | -6.9% |
| 1Y | -10.1% | -1.3% | -8.8% | -9.9% |
| All | +33.8% | +36.5% | -2.7% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling