+36.3%
DIS vs CAH
+422.4%
-386.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.4% | +9.4% | -5.0% | +1.8% |
| 30D | +10.3% | +16.5% | -6.2% | +5.7% |
| 3M | +15.5% | +17.0% | -1.4% | +10.4% |
| 6M | +11.2% | +51.4% | -40.2% | -1.3% |
| YTD | +5.6% | +36.0% | -30.4% | -4.1% |
| 1Y | +7.7% | +36.0% | -28.3% | -2.3% |
| 3Y | +39.3% | +177.5% | -138.2% | -0.6% |
| 5Y | -29.5% | +509.2% | -538.7% | -61.9% |
| 10Y | +36.3% | +408.1% | -371.9% | -30.9% |
| All | +36.3% | +422.4% | -386.1% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling