-44.8%
DIS vs CPNG
-75.9%
+31.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -2.6% | -7.4% | +4.9% | -1.3% |
| 30D | +3.5% | -4.4% | +7.9% | +4.3% |
| 3M | +6.8% | -7.5% | +14.3% | +7.5% |
| 6M | +3.0% | -19.9% | +22.9% | +5.5% |
| YTD | -6.7% | -35.2% | +28.5% | -0.9% |
| 1Y | -10.1% | -46.8% | +36.7% | -1.1% |
| 3Y | +33.0% | -20.2% | +53.2% | +32.7% |
| 5Y | -40.0% | -48.4% | +8.4% | -41.5% |
| All | -44.8% | -75.9% | +31.1% | -45.6% |
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