+394.0%
CARR vs DOC
+39.2%
+354.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +0.4% | +7.7% | -7.4% | -2.8% |
| 3M | -14.1% | -2.0% | -12.1% | -13.6% |
| 6M | -16.7% | +5.9% | -22.5% | -19.2% |
| YTD | +4.2% | +31.8% | -27.6% | -9.0% |
| 1Y | -0.2% | +22.5% | -22.7% | -10.0% |
| 3Y | +10.9% | +54.7% | -43.9% | -11.2% |
| 5Y | +3.9% | -21.3% | +25.2% | +10.8% |
| All | +394.0% | +39.2% | +354.9% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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