-11.1%
CAF vs SPY
+72.2%
-83.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +4.3% | -0.6% | +4.8% | +4.4% |
| 30D | -3.1% | -3.7% | +0.6% | -1.6% |
| 3M | -14.6% | -2.7% | -11.8% | -13.6% |
| 6M | -13.6% | +2.2% | -15.8% | -14.3% |
| YTD | -4.0% | +10.8% | -14.8% | -7.8% |
| 1Y | +0.1% | +11.2% | -11.2% | -4.1% |
| 3Y | +45.8% | +76.5% | -30.6% | +16.1% |
| 5Y | -11.1% | +72.9% | -84.0% | -28.9% |
| All | -11.1% | +72.2% | -83.3% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling