+1,628.0%
DIS vs CHD
+11,349.8%
-9,721.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +5.2% | +2.0% | +3.3% | +4.8% |
| 30D | +11.5% | +13.0% | -1.5% | +8.3% |
| 3M | +11.5% | +6.1% | +5.4% | +10.0% |
| 6M | +8.9% | +15.9% | -7.0% | +5.1% |
| YTD | +3.4% | +31.6% | -28.2% | -3.1% |
| 1Y | +7.2% | +28.5% | -21.3% | +0.9% |
| 3Y | +43.3% | +30.5% | +12.9% | +33.1% |
| 5Y | -31.4% | +30.7% | -62.2% | -37.0% |
| 10Y | +37.1% | +184.2% | -147.2% | +2.3% |
| All | +1,628.0% | +11,349.8% | -9,721.7% | +513.7% |
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