+294.3%
DIS vs CRL
+1,505.2%
-1,210.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.4% |
| 7D | +5.7% | -16.8% | +22.5% | +10.7% |
| 30D | +12.7% | +2.6% | +10.0% | +11.2% |
| 3M | +15.2% | +20.1% | -4.9% | +8.7% |
| 6M | +17.6% | +68.8% | -51.3% | 0.0% |
| YTD | +3.8% | +56.9% | -53.1% | -10.8% |
| 1Y | +6.8% | +86.7% | -79.9% | -12.7% |
| 3Y | +42.1% | +72.1% | -30.0% | +12.9% |
| 5Y | -31.2% | -16.6% | -14.6% | -35.1% |
| 10Y | +37.6% | +359.0% | -321.4% | -21.7% |
| All | +294.3% | +1,505.2% | -1,210.9% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling