+124.4%
CALM vs SPY
+304.1%
-179.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +4.3% | -3.7% | +7.9% | +5.6% |
| 3M | -18.2% | -2.7% | -15.4% | -17.4% |
| 6M | -11.8% | +2.2% | -14.0% | -12.8% |
| YTD | -14.6% | +10.8% | -25.4% | -18.1% |
| 1Y | -23.3% | +11.2% | -34.6% | -26.7% |
| 3Y | +55.7% | +76.5% | -20.8% | +24.3% |
| 5Y | +137.9% | +72.9% | +65.0% | +89.7% |
| 10Y | +124.4% | +304.8% | -180.4% | +24.3% |
| All | +124.4% | +304.1% | -179.7% | +24.3% |
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