+448.6%
CAF vs SPY
+728.0%
-279.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -0.9% | +0.1% | -1.1% | -1.1% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | -5.2% | +2.0% | -7.2% | -7.0% |
| 6M | +5.4% | +13.0% | -7.6% | -5.9% |
| YTD | +8.5% | +13.5% | -5.1% | -3.7% |
| 1Y | +24.8% | +20.0% | +4.8% | +5.3% |
| 3Y | +54.1% | +77.2% | -23.1% | -12.6% |
| 5Y | +1.5% | +81.9% | -80.3% | -46.1% |
| 10Y | +52.4% | +314.1% | -261.7% | -69.6% |
| All | +448.6% | +728.0% | -279.4% | -45.4% |
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