+1,458.7%
DIS vs CRS
+10,171.0%
-8,712.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +3.5% | -16.6% | +20.1% | +8.3% |
| 3M | +6.8% | -3.5% | +10.3% | +6.7% |
| 6M | +3.0% | +15.4% | -12.5% | -2.6% |
| YTD | -6.7% | +51.2% | -57.9% | -18.5% |
| 1Y | -10.1% | +98.3% | -108.4% | -27.9% |
| 3Y | +33.0% | +651.5% | -618.5% | -29.5% |
| 5Y | -40.0% | +1,411.1% | -1,451.1% | -74.8% |
| 10Y | +21.1% | +1,424.3% | -1,403.3% | -55.8% |
| All | +1,458.7% | +10,171.0% | -8,712.3% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling