+297.0%
CARZ vs SPY
+630.4%
-333.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +0.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -13.2% | -3.3% | -9.8% | -9.5% |
| 3M | -13.3% | -2.4% | -10.8% | -10.5% |
| 6M | -17.8% | +2.6% | -20.4% | -19.2% |
| YTD | +19.8% | +11.2% | +8.6% | +8.3% |
| 1Y | +25.3% | +13.4% | +11.9% | +11.1% |
| 3Y | +94.6% | +79.9% | +14.7% | +6.4% |
| 5Y | +55.4% | +72.2% | -16.8% | -9.5% |
| 10Y | +239.2% | +307.3% | -68.2% | -18.3% |
| All | +297.0% | +630.4% | -333.4% | -46.6% |
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 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