+43.3%
DIS vs CPB
-36.0%
+79.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +5.2% | +8.0% | -2.7% | +4.0% |
| 30D | +11.5% | +22.4% | -10.9% | +8.2% |
| 3M | +11.5% | +2.5% | +9.0% | +10.9% |
| 6M | +8.9% | +12.2% | -3.3% | +7.0% |
| YTD | +3.4% | -12.8% | +16.2% | +4.7% |
| 1Y | +7.2% | -19.2% | +26.4% | +9.4% |
| 3Y | +43.3% | -35.6% | +78.9% | +47.4% |
| All | +43.3% | -36.0% | +79.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling