+36.3%
DIS vs CNH
+107.8%
-71.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +1.5% |
| 7D | +4.4% | +4.5% | -0.1% | +2.7% |
| 30D | +10.3% | +7.6% | +2.7% | +7.3% |
| 3M | +15.5% | +17.0% | -1.4% | +8.0% |
| 6M | +11.2% | +12.9% | -1.7% | +4.0% |
| YTD | +5.6% | +34.3% | -28.7% | -8.0% |
| 1Y | +7.7% | +28.5% | -20.8% | -4.8% |
| 3Y | +39.3% | +31.9% | +7.4% | +17.9% |
| 5Y | -29.5% | -9.6% | -19.9% | -33.7% |
| 10Y | +36.3% | +106.3% | -70.0% | -1.2% |
| All | +36.3% | +107.8% | -71.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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