+27.1%
CVS vs DOCS
-21.3%
+48.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.4% |
| 7D | -2.6% | -0.6% | -2.1% | -2.6% |
| 30D | +4.0% | +6.3% | -2.2% | +4.1% |
| 3M | -6.3% | +26.5% | -32.8% | -6.3% |
| 6M | -0.4% | +24.8% | -25.2% | -0.3% |
| YTD | +15.6% | -26.8% | +42.4% | +16.1% |
| 1Y | +18.3% | -38.3% | +56.6% | +19.0% |
| 3Y | +47.3% | +36.0% | +11.2% | +47.2% |
| 5Y | +13.2% | -55.0% | +68.2% | +13.0% |
| All | +27.1% | -21.3% | +48.3% | +24.1% |
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