-22.5%
DIS vs CNP
+74.5%
-97.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +9.2% | +3.8% | +5.4% | +7.9% |
| 3M | +13.5% | +2.4% | +11.2% | +12.6% |
| 6M | +14.3% | -1.2% | +15.5% | +14.3% |
| YTD | +5.4% | +9.3% | -3.9% | +1.8% |
| 1Y | +12.2% | +6.4% | +5.7% | +9.2% |
| 3Y | +37.2% | +66.4% | -29.2% | +13.0% |
| All | -22.5% | +74.5% | -97.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling