+29.2%
DOCS vs CART
+21.6%
+7.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -1.4% | +1.0% | -2.5% | -1.7% |
| 30D | +21.8% | +12.6% | +9.2% | +18.6% |
| 3M | +27.3% | +23.1% | +4.2% | +21.5% |
| 6M | -0.3% | +39.5% | -39.9% | -7.3% |
| YTD | -40.5% | +13.5% | -54.0% | -42.6% |
| 1Y | -61.5% | +14.9% | -76.4% | -63.1% |
| All | +29.2% | +21.6% | +7.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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