+1,635.0%
DIS vs CMS
+475.9%
+1,159.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 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% | +28.2% |
| 5Y | -31.2% | +35.4% | -66.6% | -38.1% |
| 10Y | +37.6% | +131.7% | -94.1% | +5.0% |
| All | +1,635.0% | +475.9% | +1,159.1% | +771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling