+7.7%
DIS vs CTVA
+27.3%
-19.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +4.4% | +2.4% | +2.0% | +4.3% |
| 30D | +10.3% | -8.1% | +18.4% | +10.2% |
| 3M | +15.5% | +6.3% | +9.2% | +15.1% |
| 6M | +11.2% | +0.4% | +10.8% | +10.9% |
| YTD | +5.6% | +21.8% | -16.2% | -1.7% |
| 1Y | +7.7% | +24.9% | -17.1% | -0.5% |
| All | +7.7% | +27.3% | -19.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling