+404.3%
DIS vs CHRW
+4,173.0%
-3,768.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | +3.5% | -3.5% | +7.0% | +4.4% |
| 3M | +6.8% | -19.4% | +26.2% | +12.6% |
| 6M | +3.0% | -21.4% | +24.4% | +8.8% |
| YTD | -6.7% | -7.1% | +0.4% | -7.0% |
| 1Y | -10.1% | +17.8% | -27.9% | -17.5% |
| 3Y | +33.0% | +78.8% | -45.7% | +3.9% |
| 5Y | -40.0% | +83.5% | -123.5% | -54.2% |
| 10Y | +21.1% | +160.2% | -139.2% | -20.1% |
| All | +404.3% | +4,173.0% | -3,768.7% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling