+64.8%
CAFG vs SPY
+90.4%
-25.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -2.6% | -2.0% | -0.6% | -0.6% |
| 30D | -4.7% | -1.7% | -3.1% | -3.1% |
| 3M | +2.8% | +4.7% | -2.0% | -2.0% |
| 6M | +19.2% | +12.5% | +6.6% | +5.8% |
| YTD | +27.7% | +11.7% | +16.0% | +14.2% |
| 1Y | +26.4% | +17.5% | +9.0% | +7.6% |
| 3Y | +52.1% | +76.6% | -24.4% | -16.2% |
| All | +64.8% | +90.4% | -25.6% | -17.7% |
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