+1,628.0%
DIS vs CNP
+1,874.4%
-246.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +5.2% | -4.2% | +9.4% | +6.2% |
| 30D | +11.5% | +5.5% | +5.9% | +10.0% |
| 3M | +11.5% | +0.6% | +11.0% | +11.2% |
| 6M | +8.9% | -2.8% | +11.7% | +9.3% |
| YTD | +3.4% | +7.9% | -4.5% | +1.2% |
| 1Y | +7.2% | +6.7% | +0.5% | +5.1% |
| 3Y | +43.3% | +61.1% | -17.8% | +27.1% |
| 5Y | -31.4% | +73.0% | -104.4% | -40.4% |
| 10Y | +37.1% | +141.9% | -104.8% | +7.8% |
| All | +1,628.0% | +1,874.4% | -246.4% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling