+1.8%
CARL vs SPY
+21.3%
-19.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -4.9% | -2.0% | -2.9% | -2.9% |
| 30D | +7.5% | -1.7% | +9.2% | +9.2% |
| 3M | +28.9% | +4.7% | +24.2% | +20.5% |
| 6M | +25.1% | +12.5% | +12.6% | +5.5% |
| YTD | +19.5% | +11.7% | +7.8% | +1.8% |
| 1Y | +8.5% | +17.5% | -9.0% | -11.4% |
| All | +1.8% | +21.3% | -19.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling