+36.6%
DIS vs CHRW
+131.6%
-95.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +10.2% | -9.4% | +19.6% | +12.8% |
| 3M | +13.5% | -13.3% | +26.8% | +17.0% |
| 6M | +11.1% | -24.2% | +35.3% | +17.1% |
| YTD | +5.5% | -18.9% | +24.4% | +7.9% |
| 1Y | +9.1% | -12.4% | +21.5% | +9.0% |
| 3Y | +36.0% | +72.2% | -36.2% | +5.4% |
| 5Y | -29.8% | +53.4% | -83.2% | -44.0% |
| 10Y | +36.6% | +127.0% | -90.3% | -10.6% |
| All | +36.6% | +131.6% | -95.0% | -10.6% |
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