+63.6%
CAAS vs SPY
+1,180.3%
-1,116.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -1.5% |
| 30D | -4.8% | -5.4% | +0.6% | -0.8% |
| 3M | -8.2% | -4.1% | -4.1% | -5.4% |
| 6M | -9.4% | +0.7% | -10.1% | -10.3% |
| YTD | -2.6% | +8.7% | -11.3% | -9.0% |
| 1Y | -1.2% | +10.9% | -12.1% | -9.1% |
| 3Y | +38.0% | +75.0% | -36.9% | -11.4% |
| 5Y | +33.2% | +67.8% | -34.6% | -12.7% |
| 10Y | +27.4% | +312.9% | -285.4% | -64.0% |
| All | +63.6% | +1,180.3% | -1,116.7% | -71.0% |
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