+167.2%
CALM vs SPY
+81.0%
+86.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | -10.7% | -1.4% | -9.3% | -10.4% |
| 3M | -5.7% | +3.7% | -9.4% | -6.8% |
| 6M | -16.2% | +13.0% | -29.2% | -19.4% |
| YTD | -6.7% | +12.4% | -19.1% | -10.2% |
| 1Y | -30.6% | +18.5% | -49.2% | -34.4% |
| 3Y | +70.3% | +77.6% | -7.3% | +42.3% |
| 5Y | +167.2% | +81.7% | +85.5% | +119.6% |
| All | +167.2% | +81.0% | +86.2% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling