+74.0%
CALM vs VOO
+79.1%
-5.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -12.0% | -0.9% | -11.1% | -11.8% |
| 3M | -2.0% | +3.9% | -5.9% | -3.2% |
| 6M | -16.3% | +14.5% | -30.9% | -20.3% |
| YTD | -4.7% | +13.0% | -17.7% | -8.9% |
| 1Y | -30.9% | +19.4% | -50.4% | -35.6% |
| 3Y | +74.0% | +78.9% | -4.8% | +30.2% |
| All | +74.0% | +79.1% | -5.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling