+23.5%
DIS vs CPAY
+155.2%
-131.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.2% | -2.0% | +3.1% | +2.0% |
| 30D | +3.2% | -0.4% | +3.6% | +3.3% |
| 3M | +7.0% | +16.4% | -9.3% | +0.2% |
| 6M | +6.4% | +23.5% | -17.1% | -3.5% |
| YTD | -5.6% | +35.7% | -41.3% | -18.4% |
| 1Y | -7.7% | +30.2% | -37.8% | -19.2% |
| 3Y | +33.2% | +49.7% | -16.5% | +6.5% |
| 5Y | -40.3% | +56.6% | -96.9% | -54.2% |
| All | +23.5% | +155.2% | -131.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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