+22.7%
DIS vs CRS
+1,409.1%
-1,386.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | -1.3% | -4.1% | +2.9% | -0.2% |
| 30D | +2.2% | -16.6% | +18.8% | +6.7% |
| 3M | +8.1% | -14.3% | +22.4% | +11.3% |
| 6M | +5.2% | +11.6% | -6.3% | +0.4% |
| YTD | -6.3% | +42.6% | -48.9% | -16.7% |
| 1Y | -7.3% | +81.8% | -89.1% | -23.8% |
| 3Y | +33.8% | +632.1% | -598.3% | -29.1% |
| 5Y | -40.7% | +1,401.6% | -1,442.4% | -75.6% |
| All | +22.7% | +1,409.1% | -1,386.4% | -55.6% |
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