+233.8%
DIS vs CPAY
+1,565.5%
-1,331.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.6% | +2.1% | -4.7% | -3.3% |
| 30D | +3.5% | +5.5% | -2.0% | +1.3% |
| 3M | +6.8% | +16.6% | -9.7% | +0.4% |
| 6M | +3.0% | +26.7% | -23.7% | -7.0% |
| YTD | -6.7% | +38.4% | -45.1% | -19.2% |
| 1Y | -10.1% | +30.1% | -40.2% | -20.6% |
| 3Y | +33.0% | +52.6% | -19.6% | +7.7% |
| 5Y | -40.0% | +59.0% | -99.0% | -53.0% |
| 10Y | +21.1% | +148.4% | -127.3% | -20.3% |
| All | +233.8% | +1,565.5% | -1,331.7% | +22.9% |
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 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