-9.2%
DIS vs CAI
-8.1%
-1.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +0.1% | +9.1% | -9.0% | -0.8% |
| 3M | +7.1% | +53.8% | -46.7% | +2.4% |
| 6M | +4.3% | +33.5% | -29.3% | +0.3% |
| YTD | -6.9% | -8.0% | +1.1% | -8.5% |
| 1Y | -10.3% | -28.7% | +18.4% | -10.5% |
| All | -9.2% | -8.1% | -1.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling