-5.9%
CARR vs DOC
+20.9%
-26.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.3% | +6.5% | -8.8% | -3.7% |
| 30D | -4.4% | +9.2% | -13.5% | -6.3% |
| 3M | -17.8% | -2.5% | -15.3% | -17.3% |
| 6M | -22.2% | +7.1% | -29.3% | -24.1% |
| YTD | +0.7% | +33.0% | -32.3% | -7.3% |
| 1Y | -5.9% | +23.3% | -29.2% | -10.8% |
| All | -5.9% | +20.9% | -26.9% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling