+105.7%
CAC vs SPY
+78.7%
+27.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.4% | +3.3% | -0.9% | -0.2% |
| 30D | +7.0% | -2.7% | +9.7% | +9.3% |
| 3M | +2.0% | -1.7% | +3.8% | +3.3% |
| 6M | +25.4% | +3.1% | +22.3% | +21.6% |
| YTD | +41.3% | +11.9% | +29.4% | +27.5% |
| 1Y | +56.2% | +12.0% | +44.2% | +40.7% |
| All | +105.7% | +78.7% | +27.0% | -4.7% |
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 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