-69.3%
CABA vs SPY
+81.8%
-151.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.0% |
| 7D | -0.9% | +0.5% | -1.5% | -1.6% |
| 30D | +17.2% | -0.9% | +18.1% | +18.6% |
| 3M | +2.2% | +3.9% | -1.7% | -3.6% |
| 6M | +3.2% | +14.5% | -11.4% | -15.1% |
| YTD | +49.3% | +12.9% | +36.4% | +25.5% |
| 1Y | +94.6% | +19.4% | +75.3% | +53.7% |
| 3Y | -76.4% | +78.5% | -154.9% | -88.3% |
| 5Y | -69.3% | +81.8% | -151.0% | -83.1% |
| All | -69.3% | +81.8% | -151.0% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling