+28.7%
CARY vs SPY
+103.2%
-74.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | +1.6% | -5.4% | +7.0% | +1.8% |
| 3M | 0.0% | -4.1% | +4.1% | +0.1% |
| 6M | +0.6% | +0.7% | -0.1% | +0.6% |
| YTD | +2.3% | +8.7% | -6.4% | +2.1% |
| 1Y | +2.5% | +10.9% | -8.3% | +2.4% |
| 3Y | +21.5% | +75.0% | -53.5% | +20.2% |
| All | +28.7% | +103.2% | -74.5% | +27.5% |
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 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