-10.1%
DIS vs CAH
+65.8%
-75.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -2.6% | +5.4% | -8.0% | -2.6% |
| 30D | +3.5% | +3.3% | +0.2% | +3.5% |
| 3M | +6.8% | +22.8% | -16.0% | +7.2% |
| 6M | +3.0% | +11.3% | -8.3% | +3.5% |
| YTD | -6.7% | +21.1% | -27.9% | -6.2% |
| 1Y | -10.1% | +67.2% | -77.3% | -13.1% |
| All | -10.1% | +65.8% | -75.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling