+31.9%
CVS vs DOCN
+54.1%
-22.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.6% |
| 7D | +4.0% | +1.1% | +2.8% | +3.9% |
| 30D | -2.4% | -9.6% | +7.2% | -2.2% |
| 3M | +2.7% | -37.7% | +40.3% | +4.0% |
| 6M | +21.9% | +115.2% | -93.3% | +17.0% |
| YTD | +24.7% | +133.7% | -109.0% | +19.0% |
| 1Y | +35.4% | +250.2% | -214.7% | +26.4% |
| 3Y | +65.2% | +320.3% | -255.1% | +51.0% |
| All | +31.9% | +54.1% | -22.2% | +19.6% |
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