+32.9%
DIS vs CNP
+142.1%
-109.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +10.3% | +5.0% | +5.2% | +8.3% |
| 3M | +15.6% | +2.7% | +12.9% | +14.3% |
| 6M | +15.1% | -1.9% | +17.0% | +15.4% |
| YTD | +6.0% | +8.8% | -2.8% | +2.0% |
| 1Y | +5.7% | +5.6% | 0.0% | +2.7% |
| 3Y | +39.8% | +63.2% | -23.4% | +14.2% |
| 5Y | -23.9% | +73.8% | -97.6% | -39.8% |
| 10Y | +32.9% | +144.0% | -111.1% | -8.1% |
| All | +32.9% | +142.1% | -109.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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