+37.2%
DIS vs CVS
+48.1%
-10.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | +6.6% | -4.7% | +1.4% |
| 30D | +9.2% | -0.4% | +9.6% | +9.0% |
| 3M | +13.5% | -5.3% | +18.8% | +13.9% |
| 6M | +14.3% | -7.7% | +22.0% | +14.7% |
| YTD | +5.4% | +16.0% | -10.7% | +3.2% |
| 1Y | +12.2% | +16.2% | -4.1% | +9.8% |
| 3Y | +37.2% | +47.6% | -10.4% | +27.5% |
| All | +37.2% | +48.1% | -10.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling