+17.6%
DIS vs CLS
-51.6%
+69.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.0% | +11.6% | -2.6% |
| 7D | +5.7% | -27.3% | +33.0% | +2.9% |
| 30D | +12.7% | -47.0% | +59.7% | +6.7% |
| 3M | +15.2% | -43.3% | +58.5% | +10.4% |
| 6M | +17.6% | -50.8% | +68.3% | +12.6% |
| All | +17.6% | -51.6% | +69.1% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling