-75.5%
CABA vs SPY
+80.4%
-155.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | +11.2% | +0.1% | +11.1% | +10.9% |
| 30D | +28.0% | +0.1% | +28.0% | +27.7% |
| 3M | -1.1% | +2.0% | -3.1% | -4.8% |
| 6M | +1.2% | +13.0% | -11.8% | -19.0% |
| YTD | +58.4% | +13.5% | +44.9% | +25.8% |
| 1Y | +125.3% | +20.0% | +105.4% | +65.0% |
| All | -75.5% | +80.4% | -155.9% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling