+109.2%
CAL vs SPY
+3,091.8%
-2,982.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -13.2% | +0.1% | -13.3% | -13.2% |
| 3M | -12.1% | +2.0% | -14.1% | -13.7% |
| 6M | +9.1% | +13.0% | -4.0% | -4.8% |
| YTD | +3.3% | +13.5% | -10.2% | -10.2% |
| 1Y | -10.8% | +20.0% | -30.8% | -26.8% |
| 3Y | -56.4% | +77.2% | -133.6% | -77.0% |
| 5Y | -45.1% | +81.9% | -127.0% | -71.6% |
| 10Y | -41.9% | +314.1% | -355.9% | -87.5% |
| All | +109.2% | +3,091.8% | -2,982.5% | -87.7% |
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