+17.8%
CARG vs SPY
+242.8%
-225.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -6.2% | -0.4% | -5.8% | -5.8% |
| 30D | -13.6% | -1.4% | -12.2% | -12.0% |
| 3M | +14.9% | +3.7% | +11.2% | +9.2% |
| 6M | -4.0% | +13.0% | -17.0% | -19.2% |
| YTD | -15.3% | +12.4% | -27.7% | -28.0% |
| 1Y | -9.3% | +18.5% | -27.9% | -28.4% |
| 3Y | +76.9% | +77.6% | -0.7% | -18.2% |
| 5Y | +7.1% | +81.7% | -74.6% | -49.9% |
| All | +17.8% | +242.8% | -225.0% | -72.9% |
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