+306.6%
DIS vs CLS
+3,265.4%
-2,958.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -2.6% | +4.6% | -7.2% | -3.7% |
| 30D | +3.5% | -13.9% | +17.4% | +5.7% |
| 3M | +6.8% | -26.6% | +33.4% | +11.0% |
| 6M | +3.0% | +15.4% | -12.4% | -4.6% |
| YTD | -6.7% | +5.7% | -12.4% | -13.1% |
| 1Y | -10.1% | +41.1% | -51.2% | -23.2% |
| 3Y | +33.0% | +1,228.6% | -1,195.5% | -38.5% |
| 5Y | -40.0% | +3,240.6% | -3,280.6% | -78.3% |
| 10Y | +21.1% | +2,760.3% | -2,739.3% | -58.1% |
| All | +306.6% | +3,265.4% | -2,958.8% | -18.7% |
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