-1.5%
CACC vs SPY
+82.3%
-83.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +10.1% | +3.9% | +6.2% | +4.7% |
| 6M | +20.9% | +13.6% | +7.3% | +2.4% |
| YTD | +36.3% | +12.7% | +23.6% | +16.9% |
| 1Y | +15.1% | +17.5% | -2.4% | -6.1% |
| 3Y | +23.4% | +76.9% | -53.5% | -41.4% |
| All | -1.5% | +82.3% | -83.7% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling