+70.0%
DOCS vs CART
+41.0%
+29.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.8% | +5.9% |
| 7D | +1.2% | +1.4% | -0.1% | +0.9% |
| 30D | +21.3% | +29.7% | -8.4% | +12.3% |
| 3M | +58.4% | +29.7% | +28.7% | +47.5% |
| 6M | +39.3% | +36.8% | +2.5% | +28.0% |
| YTD | -21.7% | +31.7% | -53.4% | -27.9% |
| 1Y | -47.3% | +62.4% | -109.7% | -53.4% |
| 3Y | +58.2% | +120.1% | -61.9% | +24.1% |
| All | +70.0% | +41.0% | +29.0% | +34.6% |
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