-7.0%
CTVA vs DOCS
-37.2%
+30.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.1% | -24.2% | -24.3% |
| 7D | -23.7% | +0.1% | -23.7% | -23.7% |
| 30D | -31.2% | +8.7% | -39.9% | -31.1% |
| 3M | -18.7% | +32.9% | -51.6% | -18.5% |
| 6M | -25.5% | +25.5% | -51.0% | -25.2% |
| YTD | -8.0% | -25.0% | +17.0% | -6.3% |
| 1Y | -7.0% | -34.9% | +27.9% | -3.2% |
| All | -7.0% | -37.2% | +30.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling