+2.5%
CVS vs DOCN
-34.6%
+37.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.9% | +17.6% | +2.2% |
| 7D | -10.0% | -29.3% | +19.3% | -9.1% |
| 30D | -5.2% | -46.0% | +40.8% | -3.7% |
| 3M | -17.4% | -43.2% | +25.8% | -16.3% |
| 6M | +2.1% | -53.7% | +55.9% | +3.8% |
| YTD | +5.6% | +46.9% | -41.3% | +1.5% |
| 1Y | +6.7% | +54.3% | -47.6% | +2.3% |
| 3Y | +29.6% | +185.5% | -155.9% | +19.0% |
| 5Y | +2.5% | -31.1% | +33.6% | -5.4% |
| All | +2.5% | -34.6% | +37.1% | -5.4% |
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 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