+421.5%
CARR vs SPYG
+287.2%
+134.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | -3.8% | -0.9% | -2.9% | -3.1% |
| 30D | -8.9% | -1.5% | -7.4% | -7.8% |
| 3M | -17.3% | +3.7% | -21.0% | -19.6% |
| 6M | -1.4% | +16.4% | -17.8% | -12.2% |
| YTD | +10.0% | +13.3% | -3.3% | -0.3% |
| 1Y | -6.4% | +17.9% | -24.2% | -17.8% |
| 3Y | +1.5% | +98.3% | -96.8% | -40.4% |
| 5Y | +9.3% | +86.4% | -77.1% | -34.2% |
| All | +421.5% | +287.2% | +134.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling