+238.1%
CARE vs SPY
+683.7%
-445.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | -3.2% | -2.4% | -0.9% | -2.2% |
| 3M | -8.4% | -1.2% | -7.2% | -7.9% |
| 6M | +10.7% | +3.3% | +7.4% | +8.9% |
| YTD | +50.2% | +12.3% | +37.9% | +42.0% |
| 1Y | +67.9% | +12.4% | +55.5% | +58.7% |
| 3Y | +150.6% | +78.8% | +71.8% | +93.2% |
| 5Y | +82.1% | +75.2% | +7.0% | +41.1% |
| 10Y | +136.9% | +311.1% | -174.2% | +49.2% |
| All | +238.1% | +683.7% | -445.6% | +78.4% |
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