+1,271.5%
CAC vs SPY
+1,129.4%
+142.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +1.2% | -2.7% | +3.9% | +3.6% |
| 30D | +4.5% | -5.4% | +9.9% | +9.5% |
| 3M | -0.4% | -4.1% | +3.7% | +3.1% |
| 6M | +20.0% | +0.7% | +19.3% | +18.6% |
| YTD | +38.2% | +8.7% | +29.6% | +27.8% |
| 1Y | +55.5% | +10.9% | +44.6% | +41.1% |
| 3Y | +101.3% | +75.0% | +26.3% | +22.5% |
| 5Y | +42.5% | +67.8% | -25.3% | -12.3% |
| 10Y | +152.3% | +312.9% | -160.6% | -29.4% |
| All | +1,271.5% | +1,129.4% | +142.1% | +94.2% |
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