+41.4%
CARR vs DOCN
+74.7%
-33.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -2.3% | -19.2% | +16.8% | +0.3% |
| 30D | -4.4% | -43.1% | +38.7% | +2.3% |
| 3M | -17.8% | -40.7% | +22.9% | -13.1% |
| 6M | -22.2% | -55.0% | +32.7% | -15.6% |
| YTD | +0.7% | +50.6% | -49.9% | -11.4% |
| 1Y | -5.9% | +54.0% | -59.9% | -17.7% |
| 3Y | +8.6% | +203.9% | -195.3% | -18.4% |
| 5Y | +6.7% | -29.4% | +36.1% | -12.1% |
| All | +41.4% | +74.7% | -33.2% | +19.3% |
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