+441.9%
CARR vs ADP
+170.4%
+271.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.0% |
| 7D | +1.6% | -3.4% | +5.0% | +3.1% |
| 30D | -8.7% | +2.8% | -11.5% | -9.9% |
| 3M | -12.6% | +20.9% | -33.5% | -20.6% |
| 6M | -1.5% | +29.9% | -31.4% | -14.5% |
| YTD | +14.3% | +9.6% | +4.7% | +8.3% |
| 1Y | -4.6% | -5.3% | +0.7% | -2.3% |
| 3Y | +7.3% | +16.5% | -9.1% | -3.1% |
| 5Y | +11.6% | +49.4% | -37.8% | -12.5% |
| All | +441.9% | +170.4% | +271.5% | +220.4% |
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