+394.0%
CARR vs ADP
+203.8%
+190.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +2.5% |
| 30D | +0.4% | +10.6% | -10.2% | -4.0% |
| 3M | -14.1% | +12.9% | -27.0% | -18.7% |
| 6M | -16.7% | +50.6% | -67.3% | -31.9% |
| YTD | +4.2% | +23.2% | -19.0% | -6.3% |
| 1Y | -0.2% | +25.3% | -25.4% | -11.2% |
| 3Y | +10.9% | +47.1% | -36.3% | -11.1% |
| 5Y | +3.9% | +50.1% | -46.2% | -18.3% |
| All | +394.0% | +203.8% | +190.2% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling