-41.1%
DIS vs CLS
+3,233.5%
-3,274.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.6% | +4.6% | -7.2% | -3.1% |
| 30D | +3.5% | -13.9% | +17.4% | +4.7% |
| 3M | +6.8% | -26.6% | +33.4% | +9.3% |
| 6M | +3.0% | +15.4% | -12.4% | -1.8% |
| YTD | -6.7% | +5.7% | -12.4% | -10.7% |
| 1Y | -10.1% | +41.1% | -51.2% | -19.2% |
| 3Y | +33.0% | +1,228.6% | -1,195.5% | -34.4% |
| All | -41.1% | +3,233.5% | -3,274.6% | -79.2% |
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