-19.3%
CAR vs SPY
+17.1%
-36.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | -8.5% | -2.0% | -6.5% | -7.2% |
| 30D | -9.9% | -1.7% | -8.2% | -8.9% |
| 3M | -32.2% | +4.7% | -36.9% | -34.5% |
| 6M | +32.3% | +12.5% | +19.8% | +16.7% |
| YTD | -1.2% | +11.7% | -13.0% | -12.2% |
| All | -19.3% | +17.1% | -36.4% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling