+2.5%
CVS vs DOCS
-54.0%
+56.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.7% |
| 7D | -10.0% | -1.3% | -8.6% | -10.0% |
| 30D | -5.2% | +19.4% | -24.6% | -5.1% |
| 3M | -17.4% | +53.4% | -70.8% | -17.2% |
| 6M | +2.1% | +28.8% | -26.6% | +2.3% |
| YTD | +5.6% | -25.1% | +30.7% | +6.2% |
| 1Y | +6.7% | -48.1% | +54.9% | +7.4% |
| 3Y | +29.6% | +51.4% | -21.7% | +30.1% |
| 5Y | +2.5% | -51.1% | +53.6% | +0.6% |
| All | +2.5% | -54.0% | +56.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling