+238.9%
CRM vs DIS
+25.8%
+213.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.9% |
| 30D | +28.1% | +3.2% | +24.9% | +25.9% |
| 3M | +48.8% | +7.0% | +41.8% | +43.8% |
| 6M | +28.3% | +6.4% | +21.8% | +23.5% |
| YTD | -6.0% | -5.6% | -0.4% | -4.7% |
| 1Y | +1.4% | -7.7% | +9.1% | +3.6% |
| 3Y | +11.8% | +33.2% | -21.3% | -7.4% |
| 5Y | -2.0% | -40.3% | +38.3% | +16.0% |
| All | +238.9% | +25.8% | +213.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling