-17.4%
DIS vs CTVA
+216.1%
-233.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | +0.1% | +12.0% | -11.9% | -3.6% |
| 3M | +7.1% | +13.5% | -6.4% | +1.9% |
| 6M | +4.3% | +12.1% | -7.9% | -0.8% |
| YTD | -6.9% | +29.0% | -36.0% | -15.8% |
| 1Y | -10.3% | +18.9% | -29.2% | -16.9% |
| 3Y | +32.8% | +78.9% | -46.1% | +4.0% |
| 5Y | -41.5% | +105.2% | -146.7% | -57.1% |
| All | -17.4% | +216.1% | -233.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling