-13.1%
CAI vs SPY
+29.5%
-42.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.1% |
| 7D | -2.9% | -0.8% | -2.1% | -1.9% |
| 30D | +9.3% | -1.1% | +10.4% | +11.0% |
| 3M | +35.2% | +3.9% | +31.4% | +27.9% |
| 6M | +30.7% | +13.6% | +17.1% | +7.4% |
| YTD | -9.8% | +12.7% | -22.5% | -24.7% |
| 1Y | -28.9% | +17.5% | -46.4% | -43.4% |
| All | -13.1% | +29.5% | -42.6% | -38.4% |
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 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