+80.2%
CAE vs SPY
+322.5%
-242.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -0.9% |
| 30D | -13.4% | -1.1% | -12.3% | -12.3% |
| 3M | -5.9% | +3.9% | -9.8% | -10.3% |
| 6M | -15.7% | +13.6% | -29.3% | -27.7% |
| YTD | -21.2% | +12.7% | -33.8% | -31.6% |
| 1Y | -10.1% | +17.5% | -27.6% | -25.8% |
| 3Y | +0.1% | +76.9% | -76.8% | -49.5% |
| 5Y | -20.9% | +83.6% | -104.5% | -61.3% |
| All | +80.2% | +322.5% | -242.3% | -57.5% |
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