-10.1%
DIS vs CVS
+35.9%
-46.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | +4.0% | -6.5% | -2.8% |
| 30D | +3.5% | -2.4% | +5.9% | +3.6% |
| 3M | +6.8% | +2.7% | +4.2% | +6.3% |
| 6M | +3.0% | +21.9% | -18.9% | +0.8% |
| YTD | -6.7% | +24.7% | -31.5% | -8.9% |
| 1Y | -10.1% | +35.4% | -45.5% | -10.8% |
| All | -10.1% | +35.9% | -46.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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