-31.9%
DIS vs CVS
+5.4%
-37.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | +5.2% | -7.1% | +12.3% | +6.1% |
| 30D | +11.5% | -4.0% | +15.4% | +11.8% |
| 3M | +11.5% | -12.2% | +23.8% | +13.4% |
| 6M | +8.9% | -2.2% | +11.0% | +8.3% |
| YTD | +3.4% | +8.9% | -5.5% | +0.6% |
| 1Y | +7.2% | +9.9% | -2.7% | +4.0% |
| 3Y | +43.3% | +32.1% | +11.2% | +32.1% |
| All | -31.9% | +5.4% | -37.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling