+1,628.0%
DIS vs CVS
+1,676.7%
-48.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | +5.2% | -7.1% | +12.3% | +6.8% |
| 30D | +11.5% | -4.0% | +15.4% | +12.1% |
| 3M | +11.5% | -12.2% | +23.8% | +14.8% |
| 6M | +8.9% | -2.2% | +11.0% | +8.3% |
| YTD | +3.4% | +8.9% | -5.5% | -0.9% |
| 1Y | +7.2% | +9.9% | -2.7% | +2.4% |
| 3Y | +43.3% | +32.1% | +11.2% | +25.5% |
| 5Y | -31.4% | +5.7% | -37.1% | -36.6% |
| 10Y | +37.1% | +39.0% | -2.0% | +12.6% |
| All | +1,628.0% | +1,676.7% | -48.7% | +530.4% |
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