+50.3%
CAF vs SPY
+312.5%
-262.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -4.8% | -1.4% | -3.4% | -4.1% |
| 3M | -3.8% | +3.7% | -7.5% | -5.6% |
| 6M | +4.7% | +13.0% | -8.3% | -1.8% |
| YTD | +7.0% | +12.4% | -5.4% | +0.6% |
| 1Y | +20.8% | +18.5% | +2.3% | +10.6% |
| 3Y | +57.7% | +77.6% | -19.9% | +14.8% |
| 5Y | -1.5% | +81.7% | -83.2% | -30.1% |
| 10Y | +50.3% | +319.7% | -269.3% | -40.6% |
| All | +50.3% | +312.5% | -262.2% | -40.6% |
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 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