+2.4%
CARR vs ADP
+13.6%
-11.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | +0.6% | -5.7% | +6.3% | +1.4% |
| 30D | -8.7% | -3.1% | -5.6% | -8.3% |
| 3M | -18.4% | +15.6% | -34.0% | -20.6% |
| 6M | -0.6% | +20.8% | -21.4% | -3.9% |
| YTD | +10.9% | +4.7% | +6.2% | +13.7% |
| 1Y | -7.3% | -8.3% | +1.0% | +0.9% |
| All | +2.4% | +13.6% | -11.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling