+5.7%
CVS vs DOCN
-32.3%
+38.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +3.0% |
| 7D | -7.1% | -19.2% | +12.1% | -6.5% |
| 30D | -4.0% | -43.1% | +39.1% | -2.6% |
| 3M | -12.2% | -40.7% | +28.5% | -11.3% |
| 6M | -2.2% | -55.0% | +52.8% | -0.5% |
| YTD | +8.9% | +50.6% | -41.7% | +4.6% |
| 1Y | +9.9% | +54.0% | -44.1% | +5.3% |
| 3Y | +32.1% | +203.9% | -171.8% | +20.9% |
| All | +5.7% | -32.3% | +38.0% | -2.3% |
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