+56.1%
CAAP vs SPY
+198.7%
-142.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +3.4% | -2.7% | +6.1% | +6.1% |
| 30D | -1.0% | -5.4% | +4.4% | +4.5% |
| 3M | -2.4% | -4.1% | +1.6% | +1.6% |
| 6M | -2.0% | +0.7% | -2.7% | -2.6% |
| YTD | -1.9% | +8.7% | -10.6% | -9.1% |
| 1Y | +16.4% | +10.9% | +5.5% | +5.8% |
| 3Y | +127.5% | +75.0% | +52.5% | +33.2% |
| 5Y | +342.7% | +67.8% | +274.9% | +164.0% |
| All | +56.1% | +198.7% | -142.6% | -49.6% |
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