+459.1%
DIS vs CHRW
+3,527.3%
-3,068.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +5.2% | +0.6% | +4.7% | +5.0% |
| 30D | +11.5% | -7.3% | +18.7% | +13.7% |
| 3M | +11.5% | -14.2% | +25.7% | +15.7% |
| 6M | +8.9% | -25.1% | +34.0% | +16.1% |
| YTD | +3.4% | -21.2% | +24.6% | +7.4% |
| 1Y | +7.2% | -14.2% | +21.4% | +8.4% |
| 3Y | +43.3% | +63.5% | -20.2% | +13.9% |
| 5Y | -31.4% | +49.6% | -81.0% | -44.7% |
| 10Y | +37.1% | +129.4% | -92.3% | -6.7% |
| All | +459.1% | +3,527.3% | -3,068.2% | +66.3% |
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 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