-31.2%
DIS vs CMS
+36.2%
-67.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +5.7% | +1.7% | +4.0% | +5.2% |
| 30D | +12.7% | +8.6% | +4.1% | +10.2% |
| 3M | +15.2% | -0.5% | +15.7% | +15.3% |
| 6M | +17.6% | -4.2% | +21.7% | +18.8% |
| YTD | +3.8% | +3.4% | +0.4% | +2.5% |
| 1Y | +6.8% | +0.4% | +6.3% | +6.3% |
| 3Y | +42.1% | +38.2% | +3.9% | +27.9% |
| 5Y | -31.2% | +35.4% | -66.6% | -38.2% |
| All | -31.2% | +36.2% | -67.3% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling