+30.2%
DIS vs CARR
+2.2%
+28.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.4% |
| 7D | -3.5% | +0.6% | -4.2% | -3.7% |
| 30D | +1.0% | -8.7% | +9.6% | +3.2% |
| 3M | +5.7% | -18.4% | +24.0% | +10.5% |
| 6M | +3.3% | -0.6% | +3.9% | +1.5% |
| YTD | -7.7% | +10.9% | -18.7% | -12.2% |
| 1Y | -10.0% | -7.3% | -2.7% | -10.1% |
| All | +30.2% | +2.2% | +28.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling