+31.9%
DIS vs CRS
+790.4%
-758.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.3% |
| 7D | +1.9% | +4.8% | -2.9% | +0.6% |
| 30D | +9.2% | -23.2% | +32.3% | +15.3% |
| 3M | +13.5% | -45.5% | +59.0% | +30.5% |
| 6M | +14.3% | -33.1% | +47.4% | +23.4% |
| YTD | +5.4% | -7.2% | +12.6% | +2.9% |
| 1Y | +12.2% | -10.0% | +22.2% | +10.2% |
| 3Y | +37.2% | +332.3% | -295.1% | -18.6% |
| 5Y | -23.1% | +801.9% | -825.0% | -65.1% |
| All | +31.9% | +790.4% | -758.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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