-41.1%
DIS vs CPB
-39.5%
-1.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.3% |
| 7D | -2.6% | -8.6% | +6.0% | -1.5% |
| 30D | +3.5% | -7.2% | +10.7% | +4.4% |
| 3M | +6.8% | +0.9% | +5.9% | +6.7% |
| 6M | +3.0% | -11.8% | +14.8% | +4.3% |
| YTD | -6.7% | -19.4% | +12.7% | -4.7% |
| 1Y | -10.1% | -30.4% | +20.3% | -6.9% |
| 3Y | +33.0% | -40.2% | +73.2% | +38.6% |
| All | -41.1% | -39.5% | -1.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling