+22.0%
DIS vs CNH
+165.6%
-143.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -3.1% |
| 7D | -2.6% | +23.3% | -25.9% | -9.4% |
| 30D | +3.5% | +33.5% | -30.0% | -6.5% |
| 3M | +6.8% | +32.7% | -25.9% | -4.0% |
| 6M | +3.0% | +22.2% | -19.2% | -5.6% |
| YTD | -6.7% | +57.7% | -64.4% | -22.2% |
| 1Y | -10.1% | +28.0% | -38.1% | -19.5% |
| 3Y | +33.0% | +11.5% | +21.5% | +21.3% |
| 5Y | -40.0% | +11.9% | -51.9% | -47.0% |
| All | +22.0% | +165.6% | -143.7% | -20.6% |
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