-31.9%
DIS vs CHRW
+49.0%
-80.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +5.2% | +0.6% | +4.7% | +5.1% |
| 30D | +11.5% | -7.3% | +18.7% | +13.1% |
| 3M | +11.5% | -14.2% | +25.7% | +14.6% |
| 6M | +8.9% | -25.1% | +34.0% | +14.0% |
| YTD | +3.4% | -21.2% | +24.6% | +5.8% |
| 1Y | +7.2% | -14.2% | +21.4% | +7.1% |
| 3Y | +43.3% | +63.5% | -20.2% | +14.5% |
| All | -31.9% | +49.0% | -80.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling