-31.9%
DIS vs CPRT
-17.4%
-14.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +5.2% | +6.0% | -0.8% | +2.5% |
| 30D | +11.5% | +20.0% | -8.6% | +2.5% |
| 3M | +11.5% | +10.1% | +1.4% | +5.7% |
| 6M | +8.9% | -4.3% | +13.2% | +9.6% |
| YTD | +3.4% | -18.4% | +21.8% | +12.3% |
| 1Y | +7.2% | -20.1% | +27.3% | +17.5% |
| 3Y | +43.3% | -30.4% | +73.7% | +61.0% |
| All | -31.9% | -17.4% | -14.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling