-54.6%
CARS vs SPY
+265.2%
-319.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.6% |
| 7D | -1.0% | -0.8% | -0.3% | 0.0% |
| 30D | -4.0% | -1.1% | -3.0% | -2.7% |
| 3M | +21.4% | +3.9% | +17.6% | +15.0% |
| 6M | +52.4% | +13.6% | +38.8% | +27.3% |
| YTD | -4.8% | +12.7% | -17.5% | -19.4% |
| 1Y | -15.8% | +17.5% | -33.3% | -32.8% |
| 3Y | -36.0% | +76.9% | -112.9% | -70.7% |
| 5Y | -6.4% | +83.6% | -90.0% | -59.0% |
| All | -54.6% | +265.2% | -319.8% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling