+37.1%
CVS vs DOCS
-36.0%
+73.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.0% |
| 30D | -2.4% | +21.8% | -24.2% | -2.4% |
| 3M | +2.7% | +27.3% | -24.6% | +2.7% |
| 6M | +21.9% | -0.3% | +22.2% | +22.0% |
| YTD | +24.7% | -40.5% | +65.2% | +25.3% |
| 1Y | +35.4% | -61.5% | +97.0% | +36.3% |
| 3Y | +65.2% | +8.2% | +57.0% | +65.0% |
| 5Y | +30.5% | -73.4% | +104.0% | +30.9% |
| All | +37.1% | -36.0% | +73.1% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling