-41.5%
DIS vs CRS
+1,394.1%
-1,435.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | +0.1% | -19.6% | +19.8% | +4.6% |
| 3M | +7.1% | -8.1% | +15.2% | +8.0% |
| 6M | +4.3% | +18.6% | -14.3% | -1.3% |
| YTD | -6.9% | +45.9% | -52.8% | -16.4% |
| 1Y | -10.3% | +82.5% | -92.8% | -24.4% |
| 3Y | +32.8% | +648.9% | -616.1% | -26.1% |
| 5Y | -41.5% | +1,438.1% | -1,479.6% | -75.2% |
| All | -41.5% | +1,394.1% | -1,435.6% | -75.2% |
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