-47.0%
CAL vs SPY
+74.0%
-121.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | -1.8% | +3.3% | -5.1% | -5.8% |
| 30D | +7.3% | -2.7% | +10.0% | +11.5% |
| 3M | -2.0% | -1.7% | -0.3% | +0.7% |
| 6M | +17.5% | +3.1% | +14.4% | +14.1% |
| YTD | +10.4% | +11.9% | -1.5% | -3.2% |
| 1Y | +19.5% | +12.0% | +7.5% | +5.0% |
| 3Y | -46.7% | +78.2% | -124.9% | -72.7% |
| 5Y | -47.0% | +73.2% | -120.2% | -70.3% |
| All | -47.0% | +74.0% | -121.0% | -70.3% |
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