+22.7%
DIS vs CPAY
+155.3%
-132.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | +8.1% | +17.0% | -8.9% | +1.0% |
| 6M | +5.2% | +24.1% | -18.9% | -4.8% |
| YTD | -6.3% | +35.7% | -42.0% | -19.0% |
| 1Y | -7.3% | +34.0% | -41.3% | -19.9% |
| 3Y | +33.8% | +50.3% | -16.5% | +6.8% |
| 5Y | -40.7% | +56.7% | -97.4% | -54.6% |
| All | +22.7% | +155.3% | -132.7% | -15.5% |
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