+34.2%
DIS vs CPRT
+398.2%
-364.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +5.2% | +6.0% | -0.8% | +2.4% |
| 30D | +11.5% | +20.0% | -8.6% | +2.3% |
| 3M | +11.5% | +10.1% | +1.4% | +5.6% |
| 6M | +8.9% | -4.3% | +13.2% | +9.4% |
| YTD | +3.4% | -18.4% | +21.8% | +11.9% |
| 1Y | +7.2% | -20.1% | +27.3% | +17.0% |
| 3Y | +43.3% | -30.4% | +73.7% | +62.4% |
| 5Y | -31.4% | -17.0% | -14.5% | -30.8% |
| All | +34.2% | +398.2% | -364.1% | -25.0% |
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