+2.5%
CVS vs DOC
-22.1%
+24.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -10.0% | +6.2% | -16.2% | -11.4% |
| 30D | -5.2% | +6.5% | -11.7% | -6.8% |
| 3M | -17.4% | -6.2% | -11.1% | -16.2% |
| 6M | +2.1% | +25.6% | -23.4% | -3.8% |
| YTD | +5.6% | +32.1% | -26.4% | -2.1% |
| 1Y | +6.7% | +20.3% | -13.6% | +1.2% |
| 3Y | +29.6% | +42.7% | -13.1% | +16.0% |
| 5Y | +2.5% | -22.2% | +24.7% | +7.5% |
| All | +2.5% | -22.1% | +24.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling