-14.1%
CAI vs SPY
+28.4%
-42.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -5.1% | -2.0% | -3.1% | -2.5% |
| 30D | +3.9% | -1.7% | +5.5% | +6.3% |
| 3M | +40.1% | +4.7% | +35.4% | +30.7% |
| 6M | +29.7% | +12.5% | +17.2% | +7.9% |
| YTD | -10.9% | +11.7% | -22.6% | -24.8% |
| 1Y | -28.0% | +17.5% | -45.5% | -42.7% |
| All | -14.1% | +28.4% | -42.6% | -38.5% |
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