-23.6%
DIS vs CLS
+2,101.3%
-2,124.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.6% |
| 7D | +0.9% | +23.5% | -22.7% | -1.1% |
| 30D | +8.9% | -28.9% | +37.8% | +11.8% |
| 3M | +14.5% | -25.2% | +39.7% | +16.5% |
| 6M | +12.2% | -32.1% | +44.3% | +13.8% |
| YTD | +4.7% | -14.1% | +18.8% | +1.3% |
| 1Y | +2.8% | -24.1% | +26.9% | +0.7% |
| 3Y | +38.1% | +897.0% | -858.8% | -30.1% |
| 5Y | -23.6% | +2,089.9% | -2,113.5% | -72.5% |
| All | -23.6% | +2,101.3% | -2,124.9% | -72.5% |
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