+122.7%
CAAP vs SPY
+78.1%
+44.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +1.8% | +2.6% | -0.8% | -0.9% |
| 30D | +3.9% | -2.0% | +5.8% | +6.0% |
| 3M | +4.5% | -2.8% | +7.3% | +7.6% |
| 6M | +8.9% | +2.1% | +6.7% | +6.5% |
| YTD | -0.1% | +11.5% | -11.6% | -10.7% |
| 1Y | +12.2% | +13.5% | -1.3% | -1.3% |
| 3Y | +122.7% | +77.7% | +45.0% | +22.5% |
| All | +122.7% | +78.1% | +44.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling