+30,294.4%
CACI vs SPY
+3,056.6%
+27,237.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.9% |
| 30D | +5.1% | -2.4% | +7.5% | +6.8% |
| 3M | -3.2% | -1.2% | -2.1% | -2.6% |
| 6M | +33.8% | +3.3% | +30.5% | +30.2% |
| YTD | +21.2% | +12.3% | +8.9% | +10.8% |
| 1Y | +9.9% | +12.4% | -2.6% | +0.2% |
| 3Y | +98.2% | +78.8% | +19.3% | +26.8% |
| 5Y | +128.6% | +75.2% | +53.4% | +45.8% |
| 10Y | +430.5% | +311.1% | +119.4% | +82.1% |
| All | +30,294.4% | +3,056.6% | +27,237.8% | +2,246.1% |
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