+7.7%
CARR vs ADP
+45.3%
-37.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -4.1% | -5.7% | +1.6% | -1.9% |
| 30D | -11.0% | -1.4% | -9.6% | -10.6% |
| 3M | -16.4% | +16.6% | -32.9% | -22.5% |
| 6M | -2.4% | +24.9% | -27.3% | -13.2% |
| YTD | +8.4% | +5.6% | +2.8% | +5.7% |
| 1Y | -8.0% | -6.0% | -2.0% | -4.0% |
| 3Y | +0.6% | +14.5% | -13.9% | -8.7% |
| 5Y | +7.7% | +47.9% | -40.1% | -23.9% |
| All | +7.7% | +45.3% | -37.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling