-99.2%
CABO vs SPY
+75.1%
-174.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.9% |
| 7D | -21.2% | -2.7% | -18.5% | -20.0% |
| 30D | -67.4% | -5.4% | -62.1% | -66.3% |
| 3M | -90.3% | -4.1% | -86.2% | -90.1% |
| 6M | -92.3% | +0.7% | -93.0% | -92.3% |
| YTD | -96.2% | +8.7% | -104.9% | -96.4% |
| 1Y | -96.8% | +10.9% | -107.7% | -97.0% |
| 3Y | -99.2% | +75.0% | -174.2% | -99.6% |
| All | -99.2% | +75.1% | -174.3% | -99.6% |
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