-41.1%
DIS vs CMS
+23.4%
-64.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +6.8% | -1.9% | +8.7% | +7.3% |
| 6M | +3.0% | -11.0% | +14.0% | +6.0% |
| YTD | -6.7% | +0.2% | -6.9% | -7.0% |
| 1Y | -10.1% | -1.3% | -8.8% | -10.1% |
| 3Y | +33.0% | +35.9% | -2.9% | +20.7% |
| All | -41.1% | +23.4% | -64.5% | -46.3% |
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