+5.6%
CVS vs DOCN
+110.0%
-104.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.2% | -5.4% | -12.7% |
| 7D | -11.1% | -20.0% | +8.9% | -11.7% |
| 30D | -7.4% | -38.8% | +31.3% | -8.5% |
| 3M | -22.9% | -34.8% | +11.9% | -23.6% |
| 6M | -1.2% | -22.8% | +21.6% | -1.3% |
| YTD | +3.9% | +74.6% | -70.8% | +4.9% |
| 1Y | +5.6% | +116.4% | -110.9% | +6.7% |
| All | +5.6% | +110.0% | -104.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling