-4.7%
DIS vs CRCL
+47.9%
-52.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -2.6% | +17.1% | -19.7% | -3.0% |
| 30D | +3.5% | +61.3% | -57.8% | +2.2% |
| 3M | +6.8% | +12.7% | -5.9% | +6.2% |
| 6M | +3.0% | -3.1% | +6.0% | +2.5% |
| YTD | -6.7% | +28.7% | -35.4% | -8.3% |
| 1Y | -10.1% | -13.1% | +3.1% | -11.2% |
| All | -4.7% | +47.9% | -52.6% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling