+7.2%
DIS vs CPRT
-23.4%
+30.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +5.2% | +6.0% | -0.8% | +3.2% |
| 30D | +11.5% | +20.0% | -8.6% | +4.8% |
| 3M | +11.5% | +10.1% | +1.4% | +6.8% |
| 6M | +8.9% | -4.3% | +13.2% | +10.4% |
| YTD | +3.4% | -18.4% | +21.8% | +14.7% |
| 1Y | +7.2% | -20.1% | +27.3% | +19.6% |
| All | +7.2% | -23.4% | +30.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling