+441.9%
CARR vs DOC
+41.6%
+400.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | +1.6% | -1.5% | +3.0% | +2.2% |
| 30D | -8.7% | -4.8% | -4.0% | -6.9% |
| 3M | -12.6% | +6.9% | -19.5% | -15.3% |
| 6M | -1.5% | +20.7% | -22.3% | -10.1% |
| YTD | +14.3% | +34.1% | -19.8% | -0.7% |
| 1Y | -4.6% | +22.6% | -27.2% | -14.0% |
| 3Y | +7.3% | +20.8% | -13.5% | -4.0% |
| 5Y | +11.6% | -24.9% | +36.5% | +21.3% |
| All | +441.9% | +41.6% | +400.3% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling