+282.8%
CARZ vs SPY
+312.5%
-29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | +3.1% | -0.4% | +3.4% | +3.5% |
| 30D | +0.4% | -1.4% | +1.8% | +2.1% |
| 3M | -3.6% | +3.7% | -7.3% | -7.0% |
| 6M | +29.6% | +13.0% | +16.6% | +14.2% |
| YTD | +38.1% | +12.4% | +25.7% | +22.6% |
| 1Y | +61.2% | +18.5% | +42.7% | +35.4% |
| 3Y | +111.0% | +77.6% | +33.3% | +15.7% |
| 5Y | +96.6% | +81.7% | +14.9% | +7.0% |
| 10Y | +282.8% | +319.7% | -36.9% | -5.8% |
| All | +282.8% | +312.5% | -29.8% | -5.8% |
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 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