+8.3%
DIS vs CAH
+38.5%
-30.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +4.1% |
| 7D | +9.1% | +7.0% | +2.1% | +9.1% |
| 30D | +14.8% | +12.4% | +2.4% | +15.0% |
| 3M | +21.2% | +12.2% | +9.0% | +21.5% |
| 6M | +18.3% | +33.2% | -14.9% | +21.0% |
| YTD | +5.4% | +28.4% | -23.0% | +8.9% |
| 1Y | +8.3% | +35.0% | -26.8% | +14.0% |
| All | +8.3% | +38.5% | -30.3% | +14.0% |
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