+12.2%
DIS vs CTVA
-4.9%
+17.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.5% |
| 7D | +1.9% | -20.8% | +22.7% | +2.7% |
| 30D | +9.2% | -29.6% | +38.8% | +9.8% |
| 3M | +13.5% | -16.9% | +30.4% | +14.1% |
| 6M | +14.3% | -24.3% | +38.5% | +15.0% |
| YTD | +5.4% | -5.6% | +11.0% | +0.6% |
| 1Y | +12.2% | -4.2% | +16.3% | +7.0% |
| All | +12.2% | -4.9% | +17.0% | +7.0% |
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