+421.5%
CARR vs ADP
+161.3%
+260.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -3.8% | -3.4% | -0.4% | -2.4% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -17.3% | +19.7% | -37.0% | -24.7% |
| 6M | -1.4% | +27.9% | -29.3% | -13.9% |
| YTD | +10.0% | +5.9% | +4.0% | +5.7% |
| 1Y | -6.4% | -7.5% | +1.1% | -3.2% |
| 3Y | +1.5% | +15.4% | -13.8% | -8.4% |
| 5Y | +9.3% | +48.4% | -39.1% | -14.2% |
| All | +421.5% | +161.3% | +260.2% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling