-42.2%
DIS vs CAH
+400.5%
-442.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.5% | -2.2% | -1.3% | -3.1% |
| 30D | +1.0% | +1.2% | -0.2% | +0.7% |
| 3M | +5.7% | +13.1% | -7.4% | +3.0% |
| 6M | +3.3% | +8.5% | -5.2% | +1.5% |
| YTD | -7.7% | +17.6% | -25.3% | -11.3% |
| 1Y | -10.0% | +60.7% | -70.6% | -20.7% |
| 3Y | +31.7% | +183.2% | -151.4% | -4.3% |
| 5Y | -42.2% | +402.2% | -444.4% | -67.0% |
| All | -42.2% | +400.5% | -442.7% | -67.0% |
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