+36.3%
DIS vs CHRW
+126.6%
-90.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | -3.4% | +7.8% | +5.3% |
| 30D | +10.3% | -9.4% | +19.7% | +12.9% |
| 3M | +15.5% | -12.6% | +28.2% | +18.8% |
| 6M | +11.2% | -24.2% | +35.4% | +17.2% |
| YTD | +5.6% | -18.9% | +24.4% | +8.0% |
| 1Y | +7.7% | -13.7% | +21.4% | +8.1% |
| 3Y | +39.3% | +72.6% | -33.3% | +7.9% |
| 5Y | -29.5% | +55.6% | -85.1% | -44.0% |
| 10Y | +36.3% | +122.7% | -86.5% | -9.8% |
| All | +36.3% | +126.6% | -90.4% | -9.8% |
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