+200.7%
CACC vs SPY
+322.5%
-121.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | +4.7% | -1.1% | +5.7% | +6.0% |
| 3M | +10.1% | +3.9% | +6.2% | +5.1% |
| 6M | +20.9% | +13.6% | +7.3% | +4.0% |
| YTD | +36.3% | +12.7% | +23.6% | +18.6% |
| 1Y | +15.1% | +17.5% | -2.4% | -4.3% |
| 3Y | +23.4% | +76.9% | -53.5% | -36.2% |
| 5Y | +0.5% | +83.6% | -83.1% | -49.3% |
| All | +200.7% | +322.5% | -121.7% | -43.0% |
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