+1,907.2%
CVS vs DOC
+2,974.4%
-1,067.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +4.0% | -1.5% | +5.4% | +4.3% |
| 30D | -2.4% | -4.8% | +2.4% | -1.3% |
| 3M | +2.7% | +6.9% | -4.2% | +1.0% |
| 6M | +21.9% | +20.7% | +1.1% | +16.1% |
| YTD | +24.7% | +34.1% | -9.4% | +15.8% |
| 1Y | +35.4% | +22.6% | +12.8% | +28.2% |
| 3Y | +65.2% | +20.8% | +44.4% | +54.8% |
| 5Y | +30.5% | -24.9% | +55.4% | +35.5% |
| 10Y | +40.4% | -1.8% | +42.2% | +31.9% |
| All | +1,907.2% | +2,974.4% | -1,067.2% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling