+5,062.8%
CRM vs DIS
+514.6%
+4,548.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +1.9% | +0.1% | +0.8% |
| 30D | -7.7% | +9.2% | -16.8% | -12.5% |
| 3M | +8.4% | +13.5% | -5.2% | -0.2% |
| 6M | +31.9% | +14.3% | +17.6% | +20.7% |
| YTD | -17.2% | +5.4% | -22.6% | -21.4% |
| 1Y | -8.6% | +12.2% | -20.8% | -16.7% |
| 3Y | +3.1% | +37.2% | -34.1% | -20.7% |
| 5Y | -27.6% | -23.1% | -4.5% | -21.1% |
| 10Y | +197.6% | +32.2% | +165.4% | +96.1% |
| All | +5,062.8% | +514.6% | +4,548.2% | +758.1% |
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 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