-6.5%
DIS vs CTVA
+131.3%
-137.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | +1.9% | -20.8% | +22.7% | +7.8% |
| 30D | +9.2% | -29.6% | +38.8% | +19.8% |
| 3M | +13.5% | -16.9% | +30.4% | +17.0% |
| 6M | +14.3% | -24.3% | +38.5% | +20.8% |
| YTD | +5.4% | -5.6% | +11.0% | +2.5% |
| 1Y | +12.2% | -4.2% | +16.3% | +8.5% |
| 3Y | +37.2% | +43.3% | -6.1% | +12.2% |
| 5Y | -23.1% | +35.7% | -58.8% | -36.9% |
| All | -6.5% | +131.3% | -137.7% | -42.4% |
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