+36.6%
DIS vs CRL
+400.8%
-364.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.7% |
| 7D | +5.3% | +4.4% | +0.9% | +3.7% |
| 30D | +10.2% | +17.1% | -6.8% | +4.6% |
| 3M | +13.5% | +32.1% | -18.5% | +3.7% |
| 6M | +11.1% | +98.9% | -87.8% | -10.9% |
| YTD | +5.5% | +77.1% | -71.6% | -13.5% |
| 1Y | +9.1% | +110.3% | -101.1% | -15.3% |
| 3Y | +36.0% | +108.5% | -72.5% | -1.0% |
| 5Y | -29.8% | -7.9% | -22.0% | -35.1% |
| 10Y | +36.6% | +368.9% | -332.3% | -25.4% |
| All | +36.6% | +400.8% | -364.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling