+29,246.4%
CACI vs SPY
+3,091.8%
+26,154.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +20.4% | +0.1% | +20.3% | +20.3% |
| 3M | +17.2% | +2.0% | +15.2% | +15.2% |
| 6M | -0.2% | +13.0% | -13.2% | -9.0% |
| YTD | +17.0% | +13.5% | +3.5% | +6.3% |
| 1Y | +35.5% | +20.0% | +15.6% | +18.1% |
| 3Y | +88.3% | +77.2% | +11.1% | +21.5% |
| 5Y | +143.3% | +81.9% | +61.4% | +51.0% |
| 10Y | +523.2% | +314.1% | +209.1% | +113.4% |
| All | +29,246.4% | +3,091.8% | +26,154.6% | +2,150.8% |
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 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