+109.6%
CTVA vs DOCS
-36.0%
+145.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | +11.9% | +21.8% | -9.9% | +11.1% |
| 3M | +13.7% | +27.3% | -13.6% | +12.7% |
| 6M | +13.1% | -0.3% | +13.5% | +12.8% |
| YTD | +32.0% | -40.5% | +72.4% | +33.6% |
| 1Y | +22.1% | -61.5% | +83.6% | +25.3% |
| 3Y | +77.5% | +8.2% | +69.3% | +75.1% |
| 5Y | +106.3% | -73.4% | +179.7% | +102.0% |
| All | +109.6% | -36.0% | +145.6% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling