-31.9%
DIS vs CAH
+507.2%
-539.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +5.2% | +8.5% | -3.2% | +3.6% |
| 30D | +11.5% | +17.0% | -5.6% | +8.1% |
| 3M | +11.5% | +14.6% | -3.1% | +8.5% |
| 6M | +8.9% | +42.5% | -33.7% | +1.5% |
| YTD | +3.4% | +33.5% | -30.1% | -2.9% |
| 1Y | +7.2% | +38.5% | -31.3% | -0.3% |
| 3Y | +43.3% | +179.0% | -135.7% | +8.2% |
| All | -31.9% | +507.2% | -539.1% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling