-48.3%
CALX vs SPY
+14.6%
-62.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +0.2% |
| 7D | -11.3% | -0.7% | -10.6% | -10.7% |
| 30D | -1.4% | -1.0% | -0.4% | -0.4% |
| 3M | -14.2% | -0.3% | -13.9% | -14.0% |
| 6M | -22.1% | +7.3% | -29.4% | -27.2% |
| YTD | -36.0% | +13.3% | -49.4% | -43.1% |
| 1Y | -48.3% | +14.8% | -63.1% | -55.0% |
| All | -48.3% | +14.6% | -62.9% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling