-99.1%
CABO vs SPY
+315.0%
-414.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +1.1% |
| 7D | -19.5% | +0.1% | -19.5% | -19.6% |
| 30D | -60.2% | -3.3% | -56.9% | -59.0% |
| 3M | -88.1% | -2.4% | -85.7% | -87.9% |
| 6M | -92.9% | +2.6% | -95.5% | -93.0% |
| YTD | -96.1% | +11.2% | -107.3% | -96.4% |
| 1Y | -96.6% | +13.4% | -110.0% | -97.0% |
| 3Y | -99.2% | +79.9% | -179.1% | -99.5% |
| 5Y | -99.7% | +72.2% | -171.9% | -99.8% |
| 10Y | -99.1% | +307.3% | -406.5% | -99.7% |
| All | -99.1% | +315.0% | -414.2% | -99.7% |
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 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