+300.9%
CARZ vs SPY
+634.7%
-333.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +6.4% | +3.3% | +3.1% | +2.6% |
| 30D | -10.6% | -2.7% | -7.9% | -7.5% |
| 3M | -12.7% | -1.7% | -11.0% | -10.6% |
| 6M | -16.4% | +3.1% | -19.5% | -18.2% |
| YTD | +21.0% | +11.9% | +9.1% | +8.7% |
| 1Y | +23.4% | +12.0% | +11.4% | +10.9% |
| 3Y | +94.1% | +78.2% | +15.9% | +7.2% |
| 5Y | +55.8% | +73.2% | -17.5% | -9.9% |
| 10Y | +242.7% | +309.6% | -67.0% | -18.0% |
| All | +300.9% | +634.7% | -333.9% | -46.4% |
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