+34.2%
DIS vs CNP
+138.0%
-103.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +5.2% | -4.2% | +9.4% | +6.7% |
| 30D | +11.5% | +5.5% | +5.9% | +9.3% |
| 3M | +11.5% | +0.6% | +11.0% | +11.1% |
| 6M | +8.9% | -2.8% | +11.7% | +9.5% |
| YTD | +3.4% | +7.9% | -4.5% | -0.2% |
| 1Y | +7.2% | +6.7% | +0.5% | +3.8% |
| 3Y | +43.3% | +61.1% | -17.8% | +17.6% |
| 5Y | -31.4% | +73.0% | -104.4% | -45.7% |
| All | +34.2% | +138.0% | -103.9% | -5.1% |
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