-17.2%
DIS vs CTVA
+223.3%
-240.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -2.6% | +4.9% | -7.5% | -4.2% |
| 30D | +3.5% | +11.9% | -8.4% | -0.4% |
| 3M | +6.8% | +13.7% | -6.8% | +1.6% |
| 6M | +3.0% | +13.1% | -10.2% | -2.3% |
| YTD | -6.7% | +32.0% | -38.7% | -16.3% |
| 1Y | -10.1% | +22.1% | -32.2% | -17.4% |
| 3Y | +33.0% | +77.5% | -44.4% | +4.6% |
| 5Y | -40.0% | +106.3% | -146.3% | -56.1% |
| All | -17.2% | +223.3% | -240.5% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling