+55.6%
CAAP vs SPY
+209.0%
-153.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | +1.2% | -0.4% | +1.5% | +1.5% |
| 30D | +1.7% | -1.4% | +3.1% | +3.1% |
| 3M | -1.3% | +3.7% | -5.0% | -4.6% |
| 6M | -0.4% | +13.0% | -13.4% | -11.2% |
| YTD | -2.2% | +12.4% | -14.6% | -12.3% |
| 1Y | +34.2% | +18.5% | +15.7% | +14.6% |
| 3Y | +86.9% | +77.6% | +9.3% | +7.9% |
| 5Y | +340.5% | +81.7% | +258.8% | +139.8% |
| All | +55.6% | +209.0% | -153.4% | -51.4% |
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 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