+5,793.7%
CRM vs DIS
+442.7%
+5,351.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | +29.3% | +0.1% | +29.1% | +28.6% |
| 3M | +36.8% | +7.1% | +29.7% | +30.5% |
| 6M | +23.9% | +4.3% | +19.6% | +19.2% |
| YTD | -5.5% | -6.9% | +1.5% | -3.2% |
| 1Y | -0.4% | -10.3% | +9.9% | +4.0% |
| 3Y | +12.8% | +32.8% | -20.1% | -12.3% |
| 5Y | -3.5% | -41.5% | +38.0% | +24.0% |
| 10Y | +238.4% | +21.2% | +217.3% | +134.1% |
| All | +5,793.7% | +442.7% | +5,351.0% | +957.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling