+66.5%
CAFG vs SPY
+92.0%
-25.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.4% |
| 30D | -3.4% | -1.1% | -2.3% | -2.4% |
| 3M | +1.5% | +3.9% | -2.4% | -2.4% |
| 6M | +20.5% | +13.6% | +6.9% | +5.9% |
| YTD | +29.0% | +12.7% | +16.3% | +14.4% |
| 1Y | +24.8% | +17.5% | +7.3% | +6.2% |
| 3Y | +53.9% | +76.9% | -23.0% | -15.3% |
| All | +66.5% | +92.0% | -25.5% | -17.5% |
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