+14.8%
SPYM vs CARR
-1.4%
+16.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | -0.3% | -14.9% | +14.6% | +2.2% |
| 6M | +7.3% | -14.9% | +22.2% | +9.6% |
| YTD | +13.4% | +7.0% | +6.4% | +9.4% |
| 1Y | +14.8% | -1.8% | +16.6% | +13.0% |
| All | +14.8% | -1.4% | +16.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling