+9.8%
CACI vs SPY
+11.8%
-2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +6.5% | +3.3% | +3.2% | +5.5% |
| 30D | +5.6% | -2.7% | +8.3% | +6.3% |
| 3M | -5.3% | -1.7% | -3.6% | -4.9% |
| 6M | +29.0% | +3.1% | +25.9% | +27.9% |
| YTD | +20.8% | +11.9% | +9.0% | +17.3% |
| 1Y | +9.8% | +12.0% | -2.2% | +6.8% |
| All | +9.8% | +11.8% | -2.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling