+31.9%
DIS vs CHRW
+128.6%
-96.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +1.9% | +7.3% | -5.4% | 0.0% |
| 30D | +9.2% | -3.6% | +12.7% | +9.9% |
| 3M | +13.5% | -9.6% | +23.1% | +15.6% |
| 6M | +14.3% | -17.0% | +31.3% | +17.4% |
| YTD | +5.4% | -15.4% | +20.8% | +6.6% |
| 1Y | +12.2% | -10.0% | +22.1% | +11.2% |
| 3Y | +37.2% | +82.2% | -45.0% | +4.7% |
| 5Y | -23.1% | +59.4% | -82.5% | -39.3% |
| All | +31.9% | +128.6% | -96.8% | -12.6% |
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