+35.5%
ADP vs CART
+40.2%
-4.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +10.6% | +19.2% | -8.6% | +8.5% |
| 3M | +12.9% | +17.6% | -4.6% | +10.8% |
| 6M | +50.6% | +47.4% | +3.3% | +44.4% |
| YTD | +23.2% | +30.9% | -7.7% | +18.8% |
| 1Y | +25.3% | +46.0% | -20.7% | +19.7% |
| 3Y | +47.1% | +130.3% | -83.2% | +36.4% |
| All | +35.5% | +40.2% | -4.7% | +25.2% |
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