+10,545.5%
CACC vs SPY
+3,040.6%
+7,504.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.0% |
| 7D | +0.6% | -2.0% | +2.6% | +2.6% |
| 30D | +5.8% | -1.7% | +7.5% | +7.5% |
| 3M | +8.7% | +4.7% | +3.9% | +3.7% |
| 6M | +21.2% | +12.5% | +8.7% | +8.1% |
| YTD | +36.5% | +11.7% | +24.8% | +22.8% |
| 1Y | +17.2% | +17.5% | -0.2% | +0.8% |
| 3Y | +24.8% | +76.6% | -51.8% | -27.2% |
| 5Y | +0.7% | +82.0% | -81.3% | -41.4% |
| 10Y | +212.4% | +317.1% | -104.7% | -13.7% |
| All | +10,545.5% | +3,040.6% | +7,504.9% | +369.7% |
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 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