+256.4%
CAR vs SPY
+322.5%
-66.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -5.5% |
| 7D | -12.2% | -0.8% | -11.5% | -11.1% |
| 30D | -12.8% | -1.1% | -11.7% | -11.3% |
| 3M | -35.8% | +3.9% | -39.7% | -40.5% |
| 6M | +20.3% | +13.6% | +6.7% | -6.1% |
| YTD | -5.1% | +12.7% | -17.8% | -24.8% |
| 1Y | -22.5% | +17.5% | -40.0% | -43.3% |
| 3Y | -36.7% | +76.9% | -113.6% | -77.5% |
| 5Y | +47.9% | +83.6% | -35.7% | -48.2% |
| All | +256.4% | +322.5% | -66.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling