+32.9%
DIS vs CPB
-40.1%
+73.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.6% | -4.1% | +4.7% | +1.0% |
| 30D | +10.3% | +16.9% | -6.6% | +8.4% |
| 3M | +15.6% | -0.6% | +16.1% | +15.5% |
| 6M | +15.1% | +11.4% | +3.8% | +13.7% |
| YTD | +6.0% | -14.8% | +20.8% | +7.3% |
| 1Y | +5.7% | -24.8% | +30.5% | +8.2% |
| 3Y | +39.8% | -36.6% | +76.4% | +44.5% |
| 5Y | -23.9% | -33.3% | +9.5% | -22.1% |
| 10Y | +32.9% | -40.4% | +73.3% | +36.3% |
| All | +32.9% | -40.1% | +73.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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