+54.0%
CAR vs SPY
+79.8%
-25.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.4% |
| 7D | -8.5% | -2.0% | -6.5% | -5.3% |
| 30D | -9.9% | -1.7% | -8.2% | -7.4% |
| 3M | -32.2% | +4.7% | -36.9% | -37.7% |
| 6M | +32.3% | +12.5% | +19.8% | +6.3% |
| YTD | -1.2% | +11.7% | -13.0% | -19.6% |
| 1Y | -18.6% | +17.5% | -36.1% | -39.7% |
| 3Y | -33.1% | +76.6% | -109.6% | -75.6% |
| 5Y | +54.0% | +82.0% | -28.0% | -37.9% |
| All | +54.0% | +79.8% | -25.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling