-100.0%
CAPS vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -28.0% | +0.1% | -28.1% | -28.1% |
| 3M | -45.5% | +2.0% | -47.4% | -46.0% |
| 6M | -69.5% | +13.0% | -82.5% | -71.1% |
| YTD | -75.3% | +13.5% | -88.9% | -76.7% |
| 1Y | -84.2% | +20.0% | -104.2% | -85.4% |
| 3Y | -97.6% | +77.2% | -174.8% | -98.1% |
| 5Y | -99.2% | +81.9% | -181.1% | -99.4% |
| 10Y | -99.7% | +314.1% | -413.8% | -99.8% |
| All | -100.0% | +3,091.8% | -3,191.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling