+7.7%
DIS vs CHRW
-12.5%
+20.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.7% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +10.2% | -9.4% | +19.6% | +11.2% |
| 3M | +13.5% | -13.3% | +26.8% | +14.8% |
| 6M | +11.1% | -24.2% | +35.3% | +12.5% |
| YTD | +5.5% | -18.9% | +24.4% | +2.9% |
| All | +7.7% | -12.5% | +20.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling