+369.2%
CAE vs SPY
+1,263.9%
-894.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -9.0% | +0.1% | -9.0% | -9.0% |
| 3M | -4.0% | +2.0% | -6.0% | -6.1% |
| 6M | -21.0% | +13.0% | -34.0% | -29.8% |
| YTD | -19.8% | +13.5% | -33.3% | -28.8% |
| 1Y | -8.4% | +20.0% | -28.4% | -22.8% |
| 3Y | +0.9% | +77.2% | -76.3% | -40.9% |
| 5Y | -19.7% | +81.9% | -101.6% | -53.1% |
| 10Y | +78.1% | +314.1% | -236.0% | -46.1% |
| All | +369.2% | +1,263.9% | -894.6% | -47.2% |
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