+39.4%
CAF vs SPY
+304.1%
-264.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +4.3% | -0.6% | +4.8% | +4.5% |
| 30D | -3.1% | -3.7% | +0.6% | -1.2% |
| 3M | -14.6% | -2.7% | -11.8% | -13.4% |
| 6M | -13.6% | +2.2% | -15.8% | -14.6% |
| YTD | -4.0% | +10.8% | -14.8% | -9.1% |
| 1Y | +0.1% | +11.2% | -11.2% | -5.4% |
| 3Y | +45.8% | +76.5% | -30.6% | +6.6% |
| 5Y | -11.1% | +72.9% | -84.0% | -34.9% |
| 10Y | +39.4% | +304.8% | -265.4% | -40.7% |
| All | +39.4% | +304.1% | -264.7% | -40.7% |
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