+352.5%
DIS vs CLS
+2,115.6%
-1,763.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.0% | +11.6% | +1.1% |
| 7D | +5.7% | -27.3% | +33.0% | +12.1% |
| 30D | +12.7% | -47.0% | +59.7% | +26.3% |
| 3M | +15.2% | -43.3% | +58.5% | +25.8% |
| 6M | +17.6% | -50.8% | +68.3% | +29.1% |
| YTD | +3.8% | -30.4% | +34.3% | +3.4% |
| 1Y | +6.8% | -41.7% | +48.5% | +9.1% |
| 3Y | +42.1% | +701.4% | -659.3% | -28.1% |
| 5Y | -31.2% | +1,767.8% | -1,798.9% | -72.2% |
| 10Y | +37.6% | +1,636.8% | -1,599.2% | -48.0% |
| All | +352.5% | +2,115.6% | -1,763.1% | -3.3% |
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