-29.5%
DIS vs CPRT
-16.1%
-13.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +4.4% | +4.0% | +0.4% | +2.6% |
| 30D | +10.3% | +18.2% | -7.9% | +2.2% |
| 3M | +15.5% | +9.2% | +6.4% | +10.0% |
| 6M | +11.2% | -4.8% | +16.0% | +12.3% |
| YTD | +5.6% | -17.5% | +23.1% | +14.1% |
| 1Y | +7.7% | -22.0% | +29.7% | +19.5% |
| 3Y | +39.3% | -33.7% | +73.0% | +61.6% |
| 5Y | -29.5% | -15.0% | -14.5% | -37.9% |
| All | -29.5% | -16.1% | -13.4% | -37.9% |
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