+19.7%
CVS vs DOCS
-21.0%
+40.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.1% |
| 7D | -7.1% | -0.8% | -6.3% | -7.1% |
| 30D | -4.0% | +17.4% | -21.4% | -4.0% |
| 3M | -12.2% | +57.4% | -69.6% | -12.2% |
| 6M | -2.2% | +26.5% | -28.7% | -2.1% |
| YTD | +8.9% | -26.6% | +35.5% | +9.4% |
| 1Y | +9.9% | -48.1% | +57.9% | +10.6% |
| 3Y | +32.1% | +52.6% | -20.5% | +32.0% |
| 5Y | +5.7% | -52.1% | +57.8% | +5.4% |
| All | +19.7% | -21.0% | +40.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling