+9.7%
CRM vs DIS
+33.2%
-23.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.9% |
| 7D | -8.1% | -1.3% | -6.9% | -7.8% |
| 30D | +23.1% | +2.2% | +20.8% | +21.9% |
| 3M | +42.5% | +8.1% | +34.4% | +38.4% |
| 6M | +25.3% | +5.2% | +20.1% | +22.3% |
| YTD | -7.8% | -6.3% | -1.5% | -6.7% |
| 1Y | +1.0% | -7.3% | +8.3% | +2.4% |
| All | +9.7% | +33.2% | -23.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling