+524.6%
CACI vs SPY
+318.9%
+205.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.3% |
| 7D | -1.0% | -2.0% | +1.0% | +0.5% |
| 30D | -6.5% | -1.7% | -4.9% | -5.4% |
| 3M | +19.7% | +4.7% | +15.0% | +15.4% |
| 6M | +5.5% | +12.5% | -7.0% | -4.0% |
| YTD | +17.1% | +11.7% | +5.4% | +7.2% |
| 1Y | +28.3% | +17.5% | +10.9% | +12.9% |
| 3Y | +96.5% | +76.6% | +19.9% | +22.6% |
| 5Y | +143.9% | +82.0% | +61.8% | +45.0% |
| All | +524.6% | +318.9% | +205.7% | +53.2% |
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 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