-87.2%
CABA vs SPY
+178.2%
-265.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | -1.5% | +2.6% | -4.1% | -4.3% |
| 30D | -21.0% | -2.0% | -19.0% | -18.4% |
| 3M | -52.8% | -2.8% | -50.0% | -50.6% |
| 6M | -64.3% | +2.1% | -66.5% | -64.9% |
| YTD | -41.6% | +11.5% | -53.0% | -48.2% |
| 1Y | -45.3% | +13.5% | -58.8% | -52.5% |
| 3Y | -92.7% | +77.7% | -170.4% | -95.9% |
| 5Y | -90.0% | +72.6% | -162.6% | -94.1% |
| All | -87.2% | +178.2% | -265.4% | -93.3% |
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