+21.9%
DIS vs CNP
+137.5%
-115.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | +3.5% | -1.8% | +5.3% | +4.1% |
| 3M | +6.8% | -4.6% | +11.5% | +8.4% |
| 6M | +3.0% | -8.8% | +11.8% | +5.9% |
| YTD | -6.7% | +5.2% | -12.0% | -9.0% |
| 1Y | -10.1% | +8.3% | -18.4% | -13.3% |
| 3Y | +33.0% | +54.9% | -21.8% | +10.9% |
| 5Y | -40.0% | +73.5% | -113.5% | -52.4% |
| All | +21.9% | +137.5% | -115.7% | -16.5% |
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