+1,018.8%
CAR vs SPY
+3,045.4%
-2,026.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | +4.4% | +3.3% | +1.1% | -0.4% |
| 30D | +16.8% | -2.7% | +19.5% | +21.4% |
| 3M | -9.9% | -1.7% | -8.2% | -7.9% |
| 6M | -16.5% | +3.1% | -19.6% | -21.2% |
| YTD | -2.0% | +11.9% | -13.9% | -18.6% |
| 1Y | -12.2% | +12.0% | -24.2% | -27.0% |
| 3Y | -29.5% | +78.2% | -107.7% | -70.2% |
| 5Y | -50.5% | +73.2% | -123.7% | -76.7% |
| 10Y | +247.8% | +309.6% | -61.9% | -44.6% |
| All | +1,018.8% | +3,045.4% | -2,026.7% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling