+63.9%
CTVA vs DOCS
+47.6%
+16.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | -17.6% | +17.4% | -35.1% | -18.1% |
| 3M | +3.4% | +57.4% | -53.9% | +1.5% |
| 6M | -2.6% | +26.5% | -29.1% | -3.7% |
| YTD | +19.1% | -26.6% | +45.7% | +20.7% |
| 1Y | +26.8% | -48.1% | +74.8% | +30.6% |
| 3Y | +63.9% | +52.6% | +11.2% | +53.8% |
| All | +63.9% | +47.6% | +16.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling