+112.9%
CAAS vs SPY
+1,237.8%
-1,124.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +24.1% | +0.1% | +24.1% | +24.1% |
| 3M | +21.3% | +2.0% | +19.4% | +19.2% |
| 6M | +28.6% | +13.0% | +15.6% | +16.8% |
| YTD | +26.8% | +13.5% | +13.2% | +14.7% |
| 1Y | +21.1% | +20.0% | +1.1% | +4.9% |
| 3Y | +47.6% | +77.2% | -29.5% | -5.9% |
| 5Y | +80.6% | +81.9% | -1.2% | +11.3% |
| 10Y | +66.7% | +314.1% | -247.4% | -52.7% |
| All | +112.9% | +1,237.8% | -1,124.9% | -63.4% |
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 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