+158.1%
CALF vs SPY
+248.2%
-90.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -3.0% | -2.7% | -0.3% | -0.2% |
| 30D | +5.4% | -5.4% | +10.8% | +11.5% |
| 3M | +3.4% | -4.1% | +7.4% | +7.7% |
| 6M | +18.7% | +0.7% | +17.9% | +17.1% |
| YTD | +28.7% | +8.7% | +20.0% | +16.8% |
| 1Y | +34.1% | +10.9% | +23.2% | +19.1% |
| 3Y | +41.4% | +75.0% | -33.6% | -23.3% |
| 5Y | +30.6% | +67.8% | -37.1% | -25.6% |
| All | +158.1% | +248.2% | -90.1% | -28.1% |
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