+2.1%
CVS vs DOCN
-45.7%
+47.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.9% | +17.6% | +1.5% |
| 7D | -10.0% | -29.3% | +19.3% | -10.5% |
| 30D | -5.2% | -46.0% | +40.8% | -6.2% |
| 3M | -17.4% | -43.2% | +25.8% | -18.1% |
| 6M | +2.1% | -53.7% | +55.9% | +0.7% |
| All | +2.1% | -45.7% | +47.8% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling