+31.0%
DIS vs CHRW
+128.5%
-97.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.9% | +4.7% | -3.9% | -0.4% |
| 30D | +8.9% | -2.6% | +11.5% | +9.3% |
| 3M | +14.5% | -8.0% | +22.5% | +16.1% |
| 6M | +12.2% | -19.0% | +31.2% | +16.2% |
| YTD | +4.7% | -15.5% | +20.2% | +5.9% |
| 1Y | +2.8% | -10.8% | +13.6% | +2.3% |
| 3Y | +38.1% | +79.8% | -41.7% | +5.9% |
| 5Y | -23.6% | +59.3% | -82.9% | -39.6% |
| All | +31.0% | +128.5% | -97.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling