+31.9%
DIS vs CPRT
+368.4%
-336.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +9.2% | +21.2% | -12.0% | -0.2% |
| 3M | +13.5% | +8.3% | +5.2% | +8.4% |
| 6M | +14.3% | -3.4% | +17.7% | +14.3% |
| YTD | +5.4% | -18.7% | +24.1% | +14.2% |
| 1Y | +12.2% | -23.5% | +35.7% | +25.1% |
| 3Y | +37.2% | -34.2% | +71.3% | +60.1% |
| 5Y | -23.1% | -18.2% | -4.9% | -21.9% |
| All | +31.9% | +368.4% | -336.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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