+22.7%
DIS vs CAH
+297.3%
-274.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.0% |
| 7D | -1.3% | -5.1% | +3.8% | +0.1% |
| 30D | +2.2% | -1.8% | +4.0% | +2.6% |
| 3M | +8.1% | +9.4% | -1.2% | +5.4% |
| 6M | +5.2% | +9.2% | -4.0% | +2.3% |
| YTD | -6.3% | +15.7% | -21.9% | -10.8% |
| 1Y | -7.3% | +59.7% | -67.0% | -20.3% |
| 3Y | +33.8% | +178.5% | -144.7% | -4.6% |
| 5Y | -40.7% | +398.3% | -439.0% | -65.4% |
| All | +22.7% | +297.3% | -274.6% | -31.5% |
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