+969.1%
DIS vs CPRT
+22,996.9%
-22,027.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | +5.7% | +9.9% | -4.2% | +3.5% |
| 30D | +12.7% | +21.1% | -8.4% | +8.1% |
| 3M | +15.2% | +12.3% | +2.8% | +12.0% |
| 6M | +17.6% | -2.0% | +19.6% | +17.4% |
| YTD | +3.8% | -17.0% | +20.9% | +7.4% |
| 1Y | +6.8% | -22.5% | +29.3% | +12.0% |
| 3Y | +42.1% | -29.3% | +71.4% | +51.0% |
| 5Y | -31.2% | -15.6% | -15.6% | -29.8% |
| 10Y | +37.6% | +411.6% | -374.0% | +1.5% |
| All | +969.1% | +22,996.9% | -22,027.7% | +421.6% |
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 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