+15.0%
DIS vs CARR
+414.1%
-399.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +2.2% |
| 7D | -1.3% | -4.1% | +2.9% | -0.1% |
| 30D | +2.2% | -11.0% | +13.2% | +5.4% |
| 3M | +8.1% | -16.4% | +24.5% | +12.8% |
| 6M | +5.2% | -2.4% | +7.6% | +4.3% |
| YTD | -6.3% | +8.4% | -14.7% | -10.0% |
| 1Y | -7.3% | -8.0% | +0.7% | -6.9% |
| 3Y | +33.8% | +0.6% | +33.2% | +28.1% |
| 5Y | -40.7% | +7.7% | -48.5% | -46.6% |
| All | +15.0% | +414.1% | -399.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling