+161.1%
CALF vs SPY
+263.8%
-102.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.6% | +0.1% | +3.6% | +3.6% |
| 3M | +13.8% | +2.0% | +11.8% | +11.1% |
| 6M | +25.8% | +13.0% | +12.8% | +9.9% |
| YTD | +30.2% | +13.5% | +16.6% | +13.2% |
| 1Y | +33.4% | +20.0% | +13.4% | +9.2% |
| 3Y | +36.9% | +77.2% | -40.3% | -26.4% |
| 5Y | +41.7% | +81.9% | -40.2% | -25.7% |
| All | +161.1% | +263.8% | -102.7% | -30.4% |
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