-85.0%
CABA vs SPY
+177.5%
-262.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +2.4% | +13.0% | +12.5% |
| 7D | +4.9% | +0.1% | +4.8% | +5.4% |
| 30D | -22.3% | -3.3% | -19.0% | -18.3% |
| 3M | -46.2% | -2.4% | -43.8% | -44.1% |
| 6M | -61.3% | +2.6% | -63.9% | -62.1% |
| YTD | -31.5% | +11.2% | -42.7% | -39.1% |
| 1Y | -41.2% | +13.4% | -54.6% | -48.9% |
| 3Y | -91.4% | +79.9% | -171.3% | -95.3% |
| 5Y | -87.9% | +72.2% | -160.1% | -92.9% |
| All | -85.0% | +177.5% | -262.5% | -92.1% |
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