+8,254.2%
CALM vs SPY
+1,607.9%
+6,646.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -5.3% | +0.5% | -5.9% | -5.6% |
| 30D | -12.0% | -0.9% | -11.1% | -11.7% |
| 3M | -2.0% | +3.9% | -5.9% | -4.1% |
| 6M | -16.3% | +14.5% | -30.8% | -22.3% |
| YTD | -4.7% | +12.9% | -17.6% | -10.9% |
| 1Y | -30.9% | +19.4% | -50.3% | -37.5% |
| 3Y | +74.0% | +78.5% | -4.4% | +26.7% |
| 5Y | +156.9% | +81.8% | +75.1% | +81.8% |
| 10Y | +121.0% | +311.5% | -190.5% | -4.1% |
| All | +8,254.2% | +1,607.9% | +6,646.3% | +1,932.0% |
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