+13.9%
DIS vs CBRS
-72.4%
+86.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | +2.2% |
| 7D | +5.3% | +0.4% | +5.0% | +5.3% |
| 30D | +10.2% | -41.1% | +51.3% | +8.9% |
| 3M | +13.5% | -57.4% | +70.9% | +11.4% |
| All | +13.9% | -72.4% | +86.2% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling