-22.4%
CALM vs SPY
+14.6%
-37.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.2% |
| 7D | +11.3% | -0.7% | +12.0% | +11.1% |
| 30D | +4.7% | -1.0% | +5.8% | +4.5% |
| 3M | -19.7% | -0.3% | -19.4% | -19.7% |
| 6M | -8.9% | +7.3% | -16.3% | -9.3% |
| YTD | -13.3% | +13.3% | -26.6% | -14.9% |
| 1Y | -22.4% | +14.8% | -37.2% | -23.8% |
| All | -22.4% | +14.6% | -37.0% | -23.8% |
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