-31.9%
DIS vs CLS
+1,775.5%
-1,807.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +5.2% | -22.2% | +27.4% | +7.4% |
| 30D | +11.5% | -44.4% | +55.8% | +16.9% |
| 3M | +11.5% | -34.3% | +45.8% | +14.6% |
| 6M | +8.9% | -50.1% | +58.9% | +13.9% |
| YTD | +3.4% | -30.1% | +33.5% | +2.0% |
| 1Y | +7.2% | -39.3% | +46.5% | +7.2% |
| 3Y | +43.3% | +732.7% | -689.4% | -26.0% |
| All | -31.9% | +1,775.5% | -1,807.4% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling