+32.0%
ADP vs CART
+39.2%
-7.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +11.5% | +22.4% | -10.9% | +9.1% |
| 3M | +12.0% | +16.5% | -4.5% | +10.1% |
| 6M | +43.8% | +44.9% | -1.1% | +38.0% |
| YTD | +20.1% | +30.0% | -9.9% | +15.8% |
| 1Y | +22.3% | +59.1% | -36.8% | +16.1% |
| 3Y | +43.3% | +138.8% | -95.5% | +32.6% |
| All | +32.0% | +39.2% | -7.2% | +22.1% |
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