+361.9%
DIS vs CLS
+2,517.3%
-2,155.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | -1.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.2% |
| 30D | +10.3% | -30.1% | +40.4% | +16.9% |
| 3M | +15.6% | -21.7% | +37.3% | +18.5% |
| 6M | +15.1% | -36.2% | +51.4% | +20.0% |
| YTD | +6.0% | -17.8% | +23.8% | +2.0% |
| 1Y | +5.7% | -26.8% | +32.5% | +3.1% |
| 3Y | +39.8% | +853.4% | -813.6% | -31.7% |
| 5Y | -23.9% | +2,005.0% | -2,028.9% | -70.0% |
| 10Y | +32.9% | +1,929.4% | -1,896.5% | -51.4% |
| All | +361.9% | +2,517.3% | -2,155.4% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling