-38.8%
DIS vs CPNG
-74.3%
+35.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.2% | +13.4% | -8.1% | +2.9% |
| 30D | +11.5% | +10.0% | +1.5% | +9.4% |
| 3M | +11.5% | -0.4% | +11.9% | +11.3% |
| 6M | +8.9% | -8.9% | +17.8% | +9.6% |
| YTD | +3.4% | -30.9% | +34.4% | +8.5% |
| 1Y | +7.2% | -43.8% | +51.0% | +16.8% |
| 3Y | +43.3% | -2.5% | +45.8% | +37.5% |
| 5Y | -31.4% | -45.6% | +14.1% | -33.9% |
| All | -38.8% | -74.3% | +35.5% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling