+10.3%
DIS vs CBRS
-37.2%
+47.5%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.9% | -7.6% | +0.4% |
| 7D | +0.6% | +10.0% | -9.5% | +0.6% |
| 30D | +10.3% | -31.1% | +41.3% | +10.4% |
| All | +10.3% | -37.2% | +47.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 1mo: compounded portfolio wealth divided by compounded CBRS 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…
1mo analysis · Full analysis span regression · Available span rolling