+1,635.0%
DIS vs CPB
+366.5%
+1,268.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +5.7% | +11.6% | -5.9% | +2.8% |
| 30D | +12.7% | +23.3% | -10.6% | +6.9% |
| 3M | +15.2% | +1.6% | +13.5% | +14.3% |
| 6M | +17.6% | +13.9% | +3.6% | +13.1% |
| YTD | +3.8% | -11.7% | +15.5% | +6.0% |
| 1Y | +6.8% | -18.2% | +25.0% | +11.1% |
| 3Y | +42.1% | -35.2% | +77.3% | +54.0% |
| 5Y | -31.2% | -30.5% | -0.6% | -27.9% |
| 10Y | +37.6% | -37.1% | +74.8% | +40.1% |
| All | +1,635.0% | +366.5% | +1,268.5% | +728.9% |
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