+8.6%
CVS vs DOCN
-31.5%
+40.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.4% | +1.4% |
| 7D | -3.7% | -12.8% | +9.1% | -3.3% |
| 30D | -0.3% | -41.9% | +41.6% | +1.0% |
| 3M | -10.3% | -36.9% | +26.7% | -9.4% |
| 6M | -4.6% | -52.2% | +47.7% | -3.1% |
| YTD | +10.7% | +62.7% | -52.0% | +6.1% |
| 1Y | +11.2% | +58.2% | -47.0% | +6.6% |
| 3Y | +43.0% | +219.5% | -176.4% | +30.7% |
| 5Y | +8.6% | -32.9% | +41.5% | +0.5% |
| All | +8.6% | -31.5% | +40.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling