-56.0%
CARS vs SPY
+266.0%
-322.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.4% |
| 7D | -2.9% | +0.5% | -3.5% | -3.6% |
| 30D | -8.7% | -0.9% | -7.7% | -7.5% |
| 3M | +21.0% | +3.9% | +17.1% | +14.5% |
| 6M | +38.5% | +14.5% | +24.0% | +14.5% |
| YTD | -7.8% | +12.9% | -20.7% | -22.1% |
| 1Y | -16.7% | +19.4% | -36.1% | -34.9% |
| 3Y | -38.1% | +78.5% | -116.6% | -72.1% |
| 5Y | -7.3% | +81.8% | -89.1% | -58.8% |
| All | -56.0% | +266.0% | -322.0% | -90.8% |
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 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