+49.6%
ADP vs CART
+111.7%
-62.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.4% |
| 7D | +7.4% | +1.2% | +6.2% | +7.2% |
| 30D | +17.1% | +27.1% | -10.0% | +14.0% |
| 3M | +14.4% | +27.4% | -13.0% | +11.3% |
| 6M | +47.9% | +32.1% | +15.8% | +43.0% |
| YTD | +22.1% | +28.5% | -6.4% | +17.8% |
| 1Y | +21.8% | +58.8% | -37.0% | +15.4% |
| All | +49.6% | +111.7% | -62.0% | +41.4% |
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