+32.9%
DIS vs CRL
+358.0%
-325.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +0.6% | +5.0% | -4.4% | -0.9% |
| 30D | +10.3% | +13.5% | -3.2% | +5.5% |
| 3M | +15.6% | +21.5% | -6.0% | +8.1% |
| 6M | +15.1% | +103.4% | -88.3% | -8.4% |
| YTD | +6.0% | +71.8% | -65.8% | -12.4% |
| 1Y | +5.7% | +97.5% | -91.8% | -16.5% |
| 3Y | +39.8% | +99.2% | -59.4% | +3.1% |
| 5Y | -23.9% | -12.1% | -11.7% | -28.6% |
| 10Y | +32.9% | +359.2% | -326.2% | -27.6% |
| All | +32.9% | +358.0% | -325.1% | -27.6% |
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