+97.7%
CACI vs SPY
+79.4%
+18.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +5.1% | -2.4% | +7.5% | +6.1% |
| 3M | -3.2% | -1.2% | -2.1% | -2.9% |
| 6M | +33.8% | +3.3% | +30.5% | +31.9% |
| YTD | +21.2% | +12.3% | +8.9% | +15.3% |
| 1Y | +9.9% | +12.4% | -2.6% | +4.4% |
| All | +97.7% | +79.4% | +18.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling