+155.1%
CALF vs SPY
+261.8%
-106.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.7% |
| 7D | -1.7% | +0.5% | -2.3% | -2.3% |
| 30D | 0.0% | -0.9% | +1.0% | +1.0% |
| 3M | +12.6% | +3.9% | +8.7% | +7.8% |
| 6M | +24.2% | +14.5% | +9.6% | +7.0% |
| YTD | +27.2% | +12.9% | +14.3% | +11.2% |
| 1Y | +29.8% | +19.4% | +10.4% | +6.8% |
| 3Y | +38.8% | +78.5% | -39.6% | -26.0% |
| 5Y | +43.0% | +81.8% | -38.8% | -25.0% |
| All | +155.1% | +261.8% | -106.7% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling