+34.2%
DIS vs CRL
+386.8%
-352.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.6% |
| 7D | +5.2% | -6.1% | +11.3% | +6.7% |
| 30D | +11.5% | +12.4% | -0.9% | +7.0% |
| 3M | +11.5% | +27.1% | -15.6% | +3.0% |
| 6M | +8.9% | +85.7% | -76.9% | -11.0% |
| YTD | +3.4% | +69.2% | -65.8% | -14.1% |
| 1Y | +7.2% | +97.5% | -90.3% | -15.3% |
| 3Y | +43.3% | +86.1% | -42.8% | +8.0% |
| 5Y | -31.4% | -10.0% | -21.4% | -36.3% |
| All | +34.2% | +386.8% | -352.6% | -25.2% |
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