+23.4%
CACC vs SPY
+77.0%
-53.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| YTD | +36.3% | +12.7% | +23.6% | +18.3% |
| 1Y | +15.1% | +17.5% | -2.4% | -4.4% |
| 3Y | +23.4% | +76.9% | -53.5% | -39.7% |
| All | +23.4% | +77.0% | -53.6% | -39.7% |
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