+12.2%
DIS vs CPNG
-47.2%
+59.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.9% | -6.8% | +8.7% | +2.4% |
| 30D | +9.2% | +5.5% | +3.7% | +8.9% |
| 3M | +13.5% | -6.8% | +20.3% | +13.6% |
| 6M | +14.3% | -4.8% | +19.1% | +14.0% |
| YTD | +5.4% | -35.6% | +41.0% | +2.0% |
| 1Y | +12.2% | -46.8% | +58.9% | +5.7% |
| All | +12.2% | -47.2% | +59.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling