-92.8%
CABO vs SPY
+338.9%
-431.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -41.3% | +0.1% | -41.3% | -41.3% |
| 3M | -45.2% | +2.0% | -47.2% | -46.2% |
| 6M | -77.9% | +13.0% | -90.9% | -80.1% |
| YTD | -77.4% | +13.5% | -91.0% | -79.8% |
| 1Y | -84.1% | +20.0% | -104.1% | -86.4% |
| 3Y | -95.8% | +77.2% | -172.9% | -97.4% |
| 5Y | -98.7% | +81.9% | -180.6% | -99.2% |
| 10Y | -94.9% | +314.1% | -409.0% | -98.2% |
| All | -92.8% | +338.9% | -431.8% | -97.5% |
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