+12.2%
DIS vs CAH
+39.8%
-27.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | +1.9% | +3.5% | -1.6% | +1.8% |
| 30D | +9.2% | +13.5% | -4.3% | +9.0% |
| 3M | +13.5% | +21.8% | -8.3% | +13.7% |
| 6M | +14.3% | +51.5% | -37.2% | +17.3% |
| YTD | +5.4% | +38.1% | -32.7% | +8.3% |
| 1Y | +12.2% | +37.7% | -25.5% | +15.5% |
| All | +12.2% | +39.8% | -27.7% | +15.5% |
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 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