+29.8%
CALF vs SPY
+19.4%
+10.4%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.9% |
| 7D | -1.7% | +0.5% | -2.3% | -2.1% |
| 30D | 0.0% | -0.9% | +1.0% | +0.7% |
| 3M | +12.6% | +3.9% | +8.7% | +9.7% |
| 6M | +24.2% | +14.5% | +9.6% | +12.3% |
| YTD | +27.2% | +12.9% | +14.3% | +16.4% |
| 1Y | +29.8% | +19.4% | +10.4% | +13.0% |
| All | +29.8% | +19.4% | +10.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling