+1,458.7%
DIS vs CPB
+325.7%
+1,133.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.9% |
| 7D | -2.6% | -8.6% | +6.0% | -0.4% |
| 30D | +3.5% | -7.2% | +10.7% | +5.3% |
| 3M | +6.8% | +0.9% | +5.9% | +6.2% |
| 6M | +3.0% | -11.8% | +14.8% | +5.6% |
| YTD | -6.7% | -19.4% | +12.7% | -2.3% |
| 1Y | -10.1% | -30.4% | +20.3% | -2.6% |
| 3Y | +33.0% | -40.2% | +73.2% | +47.2% |
| 5Y | -40.0% | -39.5% | -0.5% | -34.8% |
| 10Y | +21.1% | -47.4% | +68.4% | +29.8% |
| All | +1,458.7% | +325.7% | +1,133.0% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling