+95.7%
CARZ vs SPY
+79.8%
+15.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | +0.2% | -2.0% | +2.2% | +3.0% |
| 30D | -1.0% | -1.7% | +0.7% | +1.3% |
| 3M | -2.1% | +4.7% | -6.9% | -7.6% |
| 6M | +26.6% | +12.5% | +14.1% | +9.5% |
| YTD | +36.0% | +11.7% | +24.2% | +18.9% |
| 1Y | +59.1% | +17.5% | +41.6% | +30.8% |
| 3Y | +107.8% | +76.6% | +31.2% | +1.6% |
| 5Y | +95.7% | +82.0% | +13.7% | -4.6% |
| All | +95.7% | +79.8% | +15.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling