+15.1%
CACC vs SPY
+18.1%
-3.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.9% |
| 30D | +4.7% | -1.1% | +5.7% | +6.2% |
| 3M | +10.1% | +3.9% | +6.2% | +4.1% |
| 6M | +20.9% | +13.6% | +7.3% | -0.8% |
| YTD | +36.3% | +12.7% | +23.6% | +13.6% |
| 1Y | +15.1% | +17.5% | -2.4% | -15.1% |
| All | +15.1% | +18.1% | -3.0% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling