+26.0%
CVS vs DOC
+43.5%
-17.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.1% | -15.6% | -13.2% |
| 7D | -11.1% | +8.7% | -19.8% | -12.8% |
| 30D | -7.4% | +7.6% | -15.1% | -9.1% |
| 3M | -22.9% | -5.3% | -17.6% | -22.0% |
| 6M | -1.2% | +27.6% | -28.8% | -6.4% |
| YTD | +3.9% | +32.4% | -28.6% | -2.8% |
| 1Y | +5.6% | +22.9% | -17.3% | +0.4% |
| All | +26.0% | +43.5% | -17.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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