-95.3%
CALC vs SPY
+75.7%
-171.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -6.8% | -2.7% | -4.1% | -6.0% |
| 30D | -8.1% | -5.4% | -2.7% | -6.3% |
| 3M | -61.8% | -4.1% | -57.7% | -61.2% |
| 6M | -56.3% | +0.7% | -57.0% | -56.3% |
| YTD | -95.9% | +8.7% | -104.5% | -96.0% |
| 1Y | -91.1% | +10.9% | -102.0% | -91.4% |
| 3Y | -91.5% | +75.0% | -166.5% | -93.8% |
| All | -95.3% | +75.7% | -171.1% | -97.0% |
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