+106.2%
DIS vs CNH
+28.6%
+77.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.3% |
| 7D | +5.7% | -0.4% | +6.0% | +5.7% |
| 30D | +12.7% | -15.2% | +27.9% | +17.9% |
| 3M | +15.2% | +4.3% | +10.9% | +12.4% |
| 6M | +17.6% | +10.1% | +7.5% | +11.8% |
| YTD | +3.8% | +23.2% | -19.4% | -5.6% |
| 1Y | +6.8% | +8.5% | -1.7% | +0.9% |
| 3Y | +42.1% | +4.1% | +38.1% | +32.3% |
| 5Y | -31.2% | -17.8% | -13.3% | -32.5% |
| 10Y | +37.6% | +113.3% | -75.7% | -1.2% |
| All | +106.2% | +28.6% | +77.6% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling