+1,663.1%
DIS vs CRS
+6,501.5%
-4,838.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.7% | -7.7% | -0.5% |
| 7D | +5.3% | +4.9% | +0.4% | +3.9% |
| 30D | +10.2% | -20.8% | +31.1% | +15.9% |
| 3M | +13.5% | -46.4% | +60.0% | +31.8% |
| 6M | +11.1% | -28.6% | +39.7% | +18.4% |
| YTD | +5.5% | -2.8% | +8.3% | +2.2% |
| 1Y | +9.1% | -6.7% | +15.8% | +6.8% |
| 3Y | +36.0% | +368.0% | -332.0% | -19.1% |
| 5Y | -29.8% | +852.9% | -882.7% | -67.1% |
| 10Y | +36.6% | +905.1% | -868.5% | -44.5% |
| All | +1,663.1% | +6,501.5% | -4,838.4% | +216.1% |
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