+1,134.7%
CAR vs SPY
+3,091.8%
-1,957.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | 0.0% | +0.1% | 0.0% | -0.2% |
| 3M | -21.5% | +2.0% | -23.5% | -24.5% |
| 6M | +44.9% | +13.0% | +31.9% | +18.6% |
| YTD | +8.1% | +13.5% | -5.4% | -11.9% |
| 1Y | -11.4% | +20.0% | -31.3% | -33.8% |
| 3Y | -31.2% | +77.2% | -108.4% | -70.4% |
| 5Y | +58.1% | +81.9% | -23.8% | -30.6% |
| 10Y | +306.8% | +314.1% | -7.2% | -36.1% |
| All | +1,134.7% | +3,091.8% | -1,957.1% | -80.1% |
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