+58.8%
CART vs DOC
+21.7%
+37.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +1.2% | +6.2% | -5.0% | +1.2% |
| 30D | +27.1% | +6.5% | +20.6% | +27.1% |
| 3M | +27.4% | -6.2% | +33.7% | +26.5% |
| 6M | +32.1% | +25.6% | +6.5% | +37.0% |
| YTD | +28.5% | +32.1% | -3.6% | +31.4% |
| 1Y | +58.8% | +20.3% | +38.5% | +68.8% |
| All | +58.8% | +21.7% | +37.1% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling