-31.9%
DIS vs CRS
+772.4%
-804.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | -1.7% | +6.9% | +5.5% |
| 30D | +11.5% | -28.8% | +40.3% | +18.1% |
| 3M | +11.5% | -50.0% | +61.5% | +26.6% |
| 6M | +8.9% | -39.2% | +48.1% | +17.6% |
| YTD | +3.4% | -11.4% | +14.8% | +1.7% |
| 1Y | +7.2% | -11.7% | +18.9% | +5.4% |
| 3Y | +43.3% | +319.6% | -276.3% | -9.3% |
| All | -31.9% | +772.4% | -804.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling