+31.9%
DIS vs CLS
+1,916.3%
-1,884.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.4% |
| 7D | +1.9% | +16.3% | -14.4% | -0.4% |
| 30D | +9.2% | -25.7% | +34.8% | +13.0% |
| 3M | +13.5% | -30.9% | +44.4% | +17.9% |
| 6M | +14.3% | -35.5% | +49.8% | +17.6% |
| YTD | +5.4% | -18.7% | +24.1% | +1.8% |
| 1Y | +12.2% | -17.9% | +30.1% | +7.0% |
| 3Y | +37.2% | +838.1% | -800.9% | -33.6% |
| 5Y | -23.1% | +1,971.9% | -1,995.0% | -71.2% |
| All | +31.9% | +1,916.3% | -1,884.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling