-41.5%
DIS vs CPNG
-53.2%
+11.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | -1.1% | -6.3% | +5.2% | +0.2% |
| 30D | +0.1% | -8.7% | +8.9% | +1.9% |
| 3M | +7.1% | -2.4% | +9.5% | +6.8% |
| 6M | +4.3% | -22.3% | +26.6% | +7.7% |
| YTD | -6.9% | -37.2% | +30.3% | +0.2% |
| 1Y | -10.3% | -53.0% | +42.7% | +2.6% |
| 3Y | +32.8% | -20.0% | +52.9% | +31.9% |
| 5Y | -41.5% | -52.8% | +11.3% | -39.9% |
| All | -41.5% | -53.2% | +11.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling