-5.7%
DIS vs CRCL
+34.8%
-40.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -3.5% | +4.9% | -8.4% | -3.7% |
| 30D | +1.0% | +38.7% | -37.7% | 0.0% |
| 3M | +5.7% | +14.7% | -9.0% | +5.1% |
| 6M | +3.3% | -16.9% | +20.1% | +3.1% |
| YTD | -7.7% | +17.3% | -25.0% | -9.1% |
| 1Y | -10.0% | -21.2% | +11.2% | -10.9% |
| All | -5.7% | +34.8% | -40.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3y: compounded portfolio wealth divided by compounded CRCL 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…
3y analysis · Full analysis span regression · 6 months rolling