+421.4%
CACI vs SPY
+308.5%
+112.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +6.5% | +3.3% | +3.2% | +4.1% |
| 30D | +5.6% | -2.7% | +8.3% | +7.6% |
| 3M | -5.3% | -1.7% | -3.6% | -4.3% |
| 6M | +29.0% | +3.1% | +25.9% | +25.6% |
| YTD | +20.8% | +11.9% | +9.0% | +10.4% |
| 1Y | +9.8% | +12.0% | -2.2% | +0.1% |
| 3Y | +97.5% | +78.2% | +19.4% | +22.5% |
| 5Y | +127.8% | +73.2% | +54.6% | +42.6% |
| All | +421.4% | +308.5% | +112.9% | +44.9% |
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