+8.4%
CARR vs DOC
-22.1%
+30.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -4.2% | +6.2% | -10.4% | -6.7% |
| 30D | -4.7% | +6.5% | -11.2% | -7.4% |
| 3M | -18.3% | -6.2% | -12.1% | -16.2% |
| 6M | -16.4% | +25.6% | -42.0% | -25.4% |
| YTD | +2.3% | +32.1% | -29.8% | -11.5% |
| 1Y | -4.9% | +20.3% | -25.2% | -14.0% |
| 3Y | +9.7% | +42.7% | -33.0% | -10.9% |
| 5Y | +8.4% | -22.2% | +30.6% | +24.2% |
| All | +8.4% | -22.1% | +30.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling