+277.9%
DIS vs CPAY
+1,738.6%
-1,460.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.4% | +13.1% | -8.6% | -0.5% |
| 30D | +10.3% | +15.5% | -5.2% | +4.2% |
| 3M | +15.5% | +14.7% | +0.9% | +9.4% |
| 6M | +11.2% | +33.6% | -22.4% | -1.1% |
| YTD | +5.6% | +52.7% | -47.2% | -12.0% |
| 1Y | +7.7% | +63.5% | -55.8% | -12.7% |
| 3Y | +39.3% | +98.8% | -59.5% | +1.6% |
| 5Y | -29.5% | +88.6% | -118.1% | -48.3% |
| 10Y | +36.3% | +213.8% | -177.5% | -17.0% |
| All | +277.9% | +1,738.6% | -1,460.7% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling