+860.5%
DIS vs CPRT
+23,878.7%
-23,018.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | +2.2% | -4.8% | -3.1% |
| 30D | +3.5% | +16.6% | -13.1% | 0.0% |
| 3M | +6.8% | +9.6% | -2.8% | +4.4% |
| 6M | +3.0% | -11.1% | +14.1% | +5.2% |
| YTD | -6.7% | -13.9% | +7.1% | -4.1% |
| 1Y | -10.1% | -32.5% | +22.4% | -2.7% |
| 3Y | +33.0% | -25.0% | +58.1% | +39.9% |
| 5Y | -40.0% | -7.4% | -32.6% | -39.8% |
| 10Y | +21.1% | +422.0% | -400.9% | -11.0% |
| All | +860.5% | +23,878.7% | -23,018.2% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling