+1,458.7%
DIS vs CHD
+10,220.8%
-8,762.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | +3.5% | -4.6% | +8.1% | +4.6% |
| 3M | +6.8% | +5.0% | +1.8% | +5.6% |
| 6M | +3.0% | -3.2% | +6.2% | +3.7% |
| YTD | -6.7% | +18.6% | -25.4% | -10.5% |
| 1Y | -10.1% | +4.8% | -14.9% | -11.4% |
| 3Y | +33.0% | +6.1% | +26.9% | +29.5% |
| 5Y | -40.0% | +24.0% | -64.0% | -44.2% |
| 10Y | +21.1% | +124.5% | -103.4% | -4.6% |
| All | +1,458.7% | +10,220.8% | -8,762.1% | +467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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