-42.2%
DIS vs CPAY
+54.3%
-96.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.5% | -2.5% | -1.0% | -2.5% |
| 30D | +1.0% | +1.3% | -0.3% | +0.4% |
| 3M | +5.7% | +13.5% | -7.8% | 0.0% |
| 6M | +3.3% | +24.7% | -21.5% | -6.9% |
| YTD | -7.7% | +34.9% | -42.7% | -20.3% |
| 1Y | -10.0% | +29.7% | -39.6% | -21.2% |
| 3Y | +31.7% | +49.4% | -17.7% | +3.6% |
| 5Y | -42.2% | +53.5% | -95.7% | -57.4% |
| All | -42.2% | +54.3% | -96.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling