+1,458.7%
DIS vs CAH
+15,076.3%
-13,617.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -2.6% | +5.4% | -8.0% | -3.9% |
| 30D | +3.5% | +3.3% | +0.2% | +2.6% |
| 3M | +6.8% | +22.8% | -16.0% | +1.2% |
| 6M | +3.0% | +11.3% | -8.3% | -0.2% |
| YTD | -6.7% | +21.1% | -27.9% | -12.0% |
| 1Y | -10.1% | +67.2% | -77.3% | -22.4% |
| 3Y | +33.0% | +195.6% | -162.6% | -2.4% |
| 5Y | -40.0% | +413.8% | -453.8% | -62.3% |
| 10Y | +21.1% | +309.6% | -288.5% | -23.4% |
| All | +1,458.7% | +15,076.3% | -13,617.6% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling