-50.5%
CAR vs SPY
+74.0%
-124.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | +4.4% | +3.3% | +1.1% | -0.8% |
| 30D | +16.8% | -2.7% | +19.5% | +21.8% |
| 3M | -9.9% | -1.7% | -8.2% | -7.8% |
| 6M | -16.5% | +3.1% | -19.6% | -21.9% |
| YTD | -2.0% | +11.9% | -13.9% | -20.7% |
| 1Y | -12.2% | +12.0% | -24.2% | -28.9% |
| 3Y | -29.5% | +78.2% | -107.7% | -74.7% |
| 5Y | -50.5% | +73.2% | -123.7% | -80.0% |
| All | -50.5% | +74.0% | -124.5% | -80.0% |
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 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