+436.5%
CARR vs SPY
+251.2%
+185.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +3.2% | +0.5% | +2.7% | +2.7% |
| 30D | -7.7% | -0.9% | -6.7% | -6.7% |
| 3M | -11.9% | +3.9% | -15.8% | -15.2% |
| 6M | +2.0% | +14.5% | -12.5% | -11.0% |
| YTD | +13.2% | +12.9% | +0.2% | +0.1% |
| 1Y | -8.5% | +19.4% | -27.9% | -23.6% |
| 3Y | +5.0% | +78.5% | -73.5% | -41.0% |
| 5Y | +12.0% | +81.8% | -69.8% | -38.2% |
| All | +436.5% | +251.2% | +185.2% | +105.7% |
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