+4.7%
CARR vs ADP
+49.5%
-44.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +2.6% |
| 30D | +0.4% | +10.6% | -10.2% | -3.5% |
| 3M | -14.1% | +12.9% | -27.0% | -18.2% |
| 6M | -16.7% | +50.6% | -67.3% | -30.9% |
| YTD | +4.2% | +23.2% | -19.0% | -4.3% |
| 1Y | -0.2% | +25.3% | -25.4% | -9.4% |
| 3Y | +10.9% | +47.1% | -36.3% | -11.1% |
| All | +4.7% | +49.5% | -44.8% | -18.6% |
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