+21.2%
DIS vs CHRW
+168.2%
-147.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | +0.1% | +0.9% | -0.8% | -0.2% |
| 3M | +7.1% | -19.9% | +26.9% | +12.5% |
| 6M | +4.3% | -15.8% | +20.1% | +7.4% |
| YTD | -6.9% | -5.6% | -1.4% | -7.9% |
| 1Y | -10.3% | +21.0% | -31.4% | -18.4% |
| 3Y | +32.8% | +86.0% | -53.2% | +2.2% |
| 5Y | -41.5% | +88.6% | -130.1% | -55.8% |
| 10Y | +21.2% | +169.3% | -148.1% | -22.3% |
| All | +21.2% | +168.2% | -147.0% | -22.3% |
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