+436.9%
CAE vs SPY
+1,239.2%
-802.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +4.0% | +2.6% | +1.4% | +1.5% |
| 30D | +20.2% | -2.0% | +22.2% | +22.2% |
| 3M | +6.1% | -2.8% | +8.9% | +8.8% |
| 6M | +6.6% | +2.1% | +4.4% | +3.9% |
| YTD | -8.2% | +11.5% | -19.7% | -17.3% |
| 1Y | +6.1% | +13.5% | -7.3% | -6.0% |
| 3Y | +27.4% | +77.7% | -50.3% | -25.7% |
| 5Y | -6.3% | +72.6% | -78.9% | -42.7% |
| 10Y | +106.1% | +308.2% | -202.0% | -36.9% |
| All | +436.9% | +1,239.2% | -802.3% | -38.6% |
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