+327.2%
CALX vs SPY
+308.5%
+18.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +2.6% | +3.3% | -0.7% | -1.5% |
| 30D | -10.0% | -2.7% | -7.3% | -6.8% |
| 3M | -18.1% | -1.7% | -16.3% | -16.3% |
| 6M | -21.6% | +3.1% | -24.7% | -24.7% |
| YTD | -38.3% | +11.9% | -50.2% | -46.7% |
| 1Y | -48.4% | +12.0% | -60.3% | -55.4% |
| 3Y | -7.0% | +78.2% | -85.2% | -55.6% |
| 5Y | -56.4% | +73.2% | -129.6% | -77.6% |
| All | +327.2% | +308.5% | +18.7% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling