+60.5%
CARR vs DOCN
+171.0%
-110.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +1.6% | +1.1% | +0.4% | +1.4% |
| 30D | -8.7% | -9.6% | +0.9% | -7.8% |
| 3M | -12.6% | -37.7% | +25.1% | -7.8% |
| 6M | -1.5% | +115.2% | -116.8% | -15.5% |
| YTD | +14.3% | +133.7% | -119.4% | -4.1% |
| 1Y | -4.6% | +250.2% | -254.7% | -25.9% |
| 3Y | +7.3% | +320.3% | -312.9% | -21.9% |
| 5Y | +11.6% | +53.1% | -41.5% | -12.1% |
| All | +60.5% | +171.0% | -110.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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