+34.8%
DIS vs CRS
+683.5%
-648.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +3.5% | -16.6% | +20.1% | +5.9% |
| 3M | +6.8% | -3.5% | +10.3% | +6.5% |
| 6M | +3.0% | +15.4% | -12.5% | -0.3% |
| YTD | -6.7% | +51.2% | -57.9% | -13.5% |
| 1Y | -10.1% | +98.3% | -108.4% | -20.7% |
| All | +34.8% | +683.5% | -648.6% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling