-44.5%
DIS vs CPNG
-76.9%
+32.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -1.3% | -5.4% | +4.2% | -0.3% |
| 30D | +2.2% | -11.1% | +13.3% | +4.3% |
| 3M | +8.1% | -3.0% | +11.1% | +8.0% |
| 6M | +5.2% | -23.5% | +28.8% | +8.7% |
| YTD | -6.3% | -37.8% | +31.5% | +0.3% |
| 1Y | -7.3% | -54.3% | +47.0% | +5.1% |
| 3Y | +33.8% | -20.8% | +54.6% | +33.6% |
| 5Y | -40.7% | -51.1% | +10.3% | -41.7% |
| All | -44.5% | -76.9% | +32.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling