+7.2%
DIS vs CPB
-18.1%
+25.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +5.2% | +8.0% | -2.7% | +3.5% |
| 30D | +11.5% | +22.4% | -10.9% | +6.8% |
| 3M | +11.5% | +3.8% | +7.7% | +10.4% |
| 6M | +8.9% | +13.7% | -4.8% | +5.9% |
| YTD | +3.4% | -11.7% | +15.1% | +7.4% |
| 1Y | +7.2% | -18.1% | +25.3% | +14.0% |
| All | +7.2% | -18.1% | +25.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling