+1,458.7%
DIS vs CVS
+1,935.3%
-476.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -2.6% | +4.0% | -6.5% | -3.6% |
| 30D | +3.5% | -2.4% | +5.9% | +4.1% |
| 3M | +6.8% | +2.7% | +4.2% | +5.7% |
| 6M | +3.0% | +21.9% | -18.9% | -3.1% |
| YTD | -6.7% | +24.7% | -31.5% | -13.4% |
| 1Y | -10.1% | +35.4% | -45.5% | -18.6% |
| 3Y | +33.0% | +65.2% | -32.1% | +10.0% |
| 5Y | -40.0% | +30.5% | -70.5% | -47.4% |
| 10Y | +21.1% | +40.4% | -19.3% | -0.2% |
| All | +1,458.7% | +1,935.3% | -476.6% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling