-85.5%
CABA vs SPY
+176.5%
-262.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | +2.1% | -0.6% | +2.7% | +3.5% |
| 30D | -24.9% | -3.7% | -21.2% | -20.7% |
| 3M | -48.2% | -2.7% | -45.5% | -45.9% |
| 6M | -62.6% | +2.2% | -64.8% | -63.2% |
| YTD | -33.8% | +10.8% | -44.6% | -40.9% |
| 1Y | -40.3% | +11.2% | -51.6% | -46.9% |
| 3Y | -91.9% | +76.5% | -168.4% | -95.5% |
| 5Y | -88.7% | +72.9% | -161.6% | -93.3% |
| All | -85.5% | +176.5% | -262.0% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling