+114.9%
CAL vs SPY
+2,954.7%
-2,839.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.9% |
| 7D | -5.9% | -2.7% | -3.2% | -2.5% |
| 30D | +1.9% | -5.4% | +7.3% | +9.0% |
| 3M | -11.7% | -4.1% | -7.6% | -7.0% |
| 6M | -4.9% | +0.7% | -5.6% | -4.8% |
| YTD | +6.1% | +8.7% | -2.6% | -2.6% |
| 1Y | +17.6% | +10.9% | +6.7% | +5.6% |
| 3Y | -50.3% | +75.0% | -125.3% | -73.3% |
| 5Y | -48.7% | +67.8% | -116.5% | -70.8% |
| 10Y | -39.3% | +312.9% | -352.1% | -86.8% |
| All | +114.9% | +2,954.7% | -2,839.8% | -86.7% |
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