+21.2%
DIS vs CVS
+39.8%
-18.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +0.1% | +0.4% | -0.2% | 0.0% |
| 3M | +7.1% | -0.4% | +7.5% | +6.9% |
| 6M | +4.3% | +25.1% | -20.9% | -1.8% |
| YTD | -6.9% | +23.9% | -30.8% | -12.6% |
| 1Y | -10.3% | +41.1% | -51.4% | -18.7% |
| 3Y | +32.8% | +63.6% | -30.8% | +12.1% |
| 5Y | -41.5% | +31.5% | -73.0% | -47.6% |
| 10Y | +21.2% | +40.5% | -19.3% | +0.3% |
| All | +21.2% | +39.8% | -18.6% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling