+14.4%
DIS vs CARR
+441.9%
-427.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -2.6% | +1.6% | -4.1% | -3.0% |
| 30D | +3.5% | -8.7% | +12.2% | +6.0% |
| 3M | +6.8% | -12.6% | +19.4% | +10.0% |
| 6M | +3.0% | -1.5% | +4.5% | +1.9% |
| YTD | -6.7% | +14.3% | -21.0% | -11.7% |
| 1Y | -10.1% | -4.6% | -5.5% | -10.6% |
| 3Y | +33.0% | +7.3% | +25.7% | +25.1% |
| 5Y | -40.0% | +11.6% | -51.6% | -46.5% |
| All | +14.4% | +441.9% | -427.5% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling