+47.7%
CVS vs DOCN
+117.0%
-69.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | +0.2% |
| 7D | +10.4% | +27.4% | -17.0% | +9.7% |
| 30D | +3.3% | -29.7% | +33.0% | +4.1% |
| 3M | -4.5% | -32.5% | +27.9% | -3.8% |
| 6M | -4.4% | -42.2% | +37.8% | -3.5% |
| YTD | +16.6% | +87.2% | -70.6% | +11.8% |
| 1Y | +15.3% | +86.2% | -70.9% | +10.5% |
| 3Y | +48.6% | +257.4% | -208.9% | +36.9% |
| 5Y | +12.9% | -27.4% | +40.3% | +4.6% |
| All | +47.7% | +117.0% | -69.4% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling