+36.3%
DIS vs CRS
+849.0%
-812.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +4.4% | +0.2% | +4.2% | +4.2% |
| 30D | +10.3% | -22.9% | +33.2% | +16.5% |
| 3M | +15.5% | -46.8% | +62.4% | +33.7% |
| 6M | +11.2% | -30.4% | +41.6% | +18.8% |
| YTD | +5.6% | -5.4% | +10.9% | +2.6% |
| 1Y | +7.7% | -9.0% | +16.7% | +5.7% |
| 3Y | +39.3% | +352.2% | -312.9% | -18.4% |
| 5Y | -29.5% | +852.2% | -881.8% | -68.5% |
| 10Y | +36.3% | +862.6% | -826.4% | -47.8% |
| All | +36.3% | +849.0% | -812.7% | -47.8% |
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