+77.4%
CABA vs SPY
+18.8%
+58.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.2% |
| 7D | -18.5% | -0.4% | -18.1% | -17.9% |
| 30D | +3.9% | -1.4% | +5.3% | +6.5% |
| 3M | -9.6% | +3.7% | -13.3% | -16.4% |
| 6M | -11.0% | +13.0% | -24.0% | -32.5% |
| YTD | +32.9% | +12.4% | +20.5% | +0.7% |
| 1Y | +77.4% | +18.5% | +58.9% | +11.7% |
| All | +77.4% | +18.8% | +58.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling