+12.2%
DIS vs CAI
-6.2%
+18.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.5% | +1.0% |
| 7D | +1.9% | -8.7% | +10.6% | +2.7% |
| 30D | +9.2% | -23.8% | +33.0% | +11.3% |
| 3M | +13.5% | +3.9% | +9.6% | +11.9% |
| 6M | +14.3% | +56.8% | -42.6% | +7.3% |
| YTD | +5.4% | -14.6% | +20.0% | +2.3% |
| 1Y | +12.2% | -5.2% | +17.3% | +9.7% |
| All | +12.2% | -6.2% | +18.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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