-28.0%
DIS vs CVE
+157.6%
-185.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.6% | +11.8% | +5.5% |
| 7D | +9.1% | -12.1% | +21.2% | +11.3% |
| 30D | +14.8% | -9.8% | +24.6% | +16.5% |
| 3M | +21.2% | -0.7% | +21.9% | +20.3% |
| 6M | +18.3% | -4.3% | +22.6% | +17.6% |
| YTD | +5.4% | +70.6% | -65.2% | -8.9% |
| 1Y | +8.3% | +73.2% | -64.9% | -6.8% |
| 3Y | +44.2% | +60.3% | -16.1% | +22.2% |
| 5Y | -28.0% | +159.3% | -187.3% | -46.1% |
| All | -28.0% | +157.6% | -185.6% | -46.1% |
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