+421.5%
CARR vs ADP
+162.9%
+258.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.0% |
| 7D | -3.8% | -2.8% | -1.0% | -2.6% |
| 30D | -8.9% | +0.2% | -9.1% | -9.1% |
| 3M | -17.3% | +20.5% | -37.8% | -24.9% |
| 6M | -1.4% | +28.8% | -30.2% | -14.1% |
| YTD | +10.0% | +6.6% | +3.4% | +5.4% |
| 1Y | -6.4% | -6.9% | +0.5% | -3.5% |
| 3Y | +1.5% | +16.1% | -14.6% | -8.6% |
| 5Y | +9.3% | +49.3% | -40.0% | -14.5% |
| All | +421.5% | +162.9% | +258.6% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ADP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling