-31.2%
DIS vs CVE
+148.3%
-179.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.0% |
| 7D | +5.7% | -14.1% | +19.8% | +8.2% |
| 30D | +12.7% | -11.6% | +24.3% | +14.7% |
| 3M | +15.2% | 0.0% | +15.2% | +14.2% |
| 6M | +17.6% | -8.4% | +25.9% | +17.8% |
| YTD | +3.8% | +65.9% | -62.1% | -9.7% |
| 1Y | +6.8% | +69.4% | -62.6% | -7.7% |
| 3Y | +42.1% | +55.9% | -13.8% | +21.1% |
| 5Y | -31.2% | +146.2% | -177.3% | -47.7% |
| All | -31.2% | +148.3% | -179.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 5y: compounded portfolio wealth divided by compounded CVE 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…
5y analysis · Full analysis span regression · 6 months rolling