+29.3%
DIS vs CARR
+394.0%
-364.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | +3.5% | -1.6% | +0.9% |
| 30D | +9.2% | +0.4% | +8.8% | +9.0% |
| 3M | +13.5% | -14.1% | +27.6% | +18.1% |
| 6M | +14.3% | -16.7% | +31.0% | +18.9% |
| YTD | +5.4% | +4.2% | +1.2% | +2.2% |
| 1Y | +12.2% | -0.2% | +12.3% | +10.0% |
| 3Y | +37.2% | +10.9% | +26.3% | +27.9% |
| 5Y | -23.1% | +3.9% | -27.0% | -30.0% |
| All | +29.3% | +394.0% | -364.8% | -0.7% |
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