+27.3%
CARR vs DOCS
-19.3%
+46.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | -1.9% | -4.2% | +2.2% | -1.5% |
| 30D | -1.1% | +8.6% | -9.7% | -1.9% |
| 3M | -13.8% | +27.2% | -41.1% | -16.0% |
| 6M | -16.5% | +26.5% | -43.0% | -19.3% |
| YTD | +4.9% | -25.0% | +29.9% | +6.9% |
| 1Y | -2.7% | -37.0% | +34.3% | +1.2% |
| 3Y | +10.4% | +39.4% | -29.0% | +0.6% |
| 5Y | +7.7% | -56.7% | +64.4% | +1.9% |
| All | +27.3% | -19.3% | +46.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling