+161.2%
CAC vs SPY
+313.2%
-152.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | +16.4% | +2.0% | +14.4% | +14.0% |
| 6M | +25.1% | +13.0% | +12.1% | +12.0% |
| YTD | +37.6% | +13.5% | +24.0% | +22.7% |
| 1Y | +47.1% | +20.0% | +27.1% | +24.9% |
| 3Y | +99.1% | +77.2% | +22.0% | +20.5% |
| 5Y | +53.3% | +81.9% | -28.6% | -11.1% |
| All | +161.2% | +313.2% | -152.0% | -34.1% |
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 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