-9.2%
DIS vs CAH
+62.0%
-71.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +0.1% | +1.7% | -1.6% | +0.1% |
| 3M | +7.1% | +17.9% | -10.8% | +7.4% |
| 6M | +4.3% | +10.9% | -6.7% | +4.8% |
| YTD | -6.9% | +17.9% | -24.8% | -6.4% |
| All | -9.2% | +62.0% | -71.2% | -11.9% |
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 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