+34.2%
DIS vs CNH
+116.5%
-82.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +5.2% | -1.7% | +6.9% | +5.8% |
| 30D | +11.5% | -7.2% | +18.7% | +13.9% |
| 3M | +11.5% | +6.5% | +5.0% | +7.7% |
| 6M | +8.9% | +7.9% | +1.0% | +3.6% |
| YTD | +3.4% | +26.6% | -23.2% | -8.0% |
| 1Y | +7.2% | +13.8% | -6.6% | -1.1% |
| 3Y | +43.3% | +9.2% | +34.1% | +29.6% |
| 5Y | -31.4% | -15.6% | -15.9% | -33.8% |
| All | +34.2% | +116.5% | -82.3% | -2.0% |
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