+55.8%
DOCS vs CART
+111.7%
-55.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +19.4% | +27.1% | -7.7% | +10.6% |
| 3M | +53.4% | +27.4% | +26.0% | +43.1% |
| 6M | +28.8% | +32.1% | -3.4% | +18.8% |
| YTD | -25.1% | +28.5% | -53.5% | -30.9% |
| 1Y | -48.1% | +58.8% | -107.0% | -54.1% |
| All | +55.8% | +111.7% | -55.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling