+59.4%
CAAP vs SPY
+205.8%
-146.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -0.3% |
| 7D | +5.7% | +0.1% | +5.7% | +5.6% |
| 30D | +2.1% | -3.3% | +5.4% | +5.5% |
| 3M | +3.8% | -2.4% | +6.2% | +6.2% |
| 6M | +3.2% | +2.6% | +0.6% | +0.7% |
| YTD | +0.1% | +11.2% | -11.1% | -9.3% |
| 1Y | +18.8% | +13.4% | +5.4% | +5.6% |
| 3Y | +128.5% | +79.9% | +48.6% | +30.3% |
| 5Y | +345.7% | +72.2% | +273.5% | +159.0% |
| All | +59.4% | +205.8% | -146.4% | -49.8% |
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