+133.3%
CARE vs SPY
+81.0%
+52.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -1.0% | -1.4% | +0.4% | 0.0% |
| 3M | +9.7% | +3.7% | +6.0% | +6.5% |
| 6M | +55.0% | +13.0% | +42.0% | +40.8% |
| YTD | +60.8% | +12.4% | +48.4% | +46.6% |
| 1Y | +59.1% | +18.5% | +40.6% | +39.0% |
| 3Y | +131.6% | +77.6% | +54.0% | +49.3% |
| 5Y | +133.3% | +81.7% | +51.6% | +46.3% |
| All | +133.3% | +81.0% | +52.3% | +46.3% |
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