-22.5%
DIS vs CVS
+12.2%
-34.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | +6.6% | -4.7% | +0.9% |
| 30D | +9.2% | -0.4% | +9.6% | +8.9% |
| 3M | +13.5% | -5.3% | +18.8% | +14.1% |
| 6M | +14.3% | -7.7% | +22.0% | +15.1% |
| YTD | +5.4% | +16.0% | -10.7% | +1.5% |
| 1Y | +12.2% | +16.2% | -4.1% | +7.9% |
| 3Y | +37.2% | +47.6% | -10.4% | +23.2% |
| All | -22.5% | +12.2% | -34.8% | -25.3% |
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 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