+7,584.3%
CALM vs SPY
+1,582.4%
+6,001.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.2% | +5.3% |
| 7D | +4.2% | +0.1% | +4.1% | +4.3% |
| 30D | +7.0% | -3.3% | +10.3% | +8.8% |
| 3M | -19.1% | -2.4% | -16.7% | -18.2% |
| 6M | -9.5% | +2.6% | -12.1% | -11.1% |
| YTD | -12.3% | +11.2% | -23.6% | -17.6% |
| 1Y | -21.4% | +13.4% | -34.8% | -26.8% |
| 3Y | +63.4% | +79.9% | -16.5% | +18.4% |
| 5Y | +142.5% | +72.2% | +70.4% | +76.6% |
| 10Y | +138.7% | +307.3% | -168.6% | +4.0% |
| All | +7,584.3% | +1,582.4% | +6,001.9% | +1,781.3% |
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 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