+38.7%
CARR vs DOCS
-36.0%
+74.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | -8.7% | +21.8% | -30.6% | -10.9% |
| 3M | -12.6% | +27.3% | -39.9% | -15.2% |
| 6M | -1.5% | -0.3% | -1.2% | -2.7% |
| YTD | +14.3% | -40.5% | +54.8% | +19.3% |
| 1Y | -4.6% | -61.5% | +57.0% | +4.6% |
| 3Y | +7.3% | +8.2% | -0.8% | +0.2% |
| 5Y | +11.6% | -73.4% | +85.1% | +8.2% |
| All | +38.7% | -36.0% | +74.7% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling