+18.5%
CAOS vs SPY
+96.7%
-78.2%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.2% |
| 7D | -0.1% | -0.9% | +0.9% | -0.1% |
| 30D | 0.0% | -2.4% | +2.4% | 0.0% |
| 3M | +0.9% | -1.2% | +2.0% | +0.9% |
| 6M | +0.7% | +3.3% | -2.6% | +0.9% |
| YTD | +1.6% | +12.3% | -10.7% | +2.1% |
| 1Y | +0.9% | +12.4% | -11.6% | +1.4% |
| 3Y | +10.2% | +78.8% | -68.6% | +3.7% |
| All | +18.5% | +96.7% | -78.2% | +4.9% |
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