+15.5%
CVS vs DOCN
+70.8%
-55.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | +0.7% |
| 7D | +12.0% | +3.7% | +8.2% | +12.0% |
| 30D | +2.8% | -33.7% | +36.4% | +1.7% |
| 3M | -3.6% | -27.9% | +24.3% | -4.3% |
| 6M | -1.6% | -46.4% | +44.8% | -3.0% |
| YTD | +16.3% | +81.1% | -64.8% | +16.4% |
| 1Y | +15.5% | +74.3% | -58.8% | +15.2% |
| All | +15.5% | +70.8% | -55.3% | +15.2% |
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