+385.4%
CALX vs SPY
+322.5%
+62.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.0% |
| 30D | -11.7% | -1.1% | -10.6% | -10.5% |
| 3M | -8.6% | +3.9% | -12.5% | -12.9% |
| 6M | -30.9% | +13.6% | -44.5% | -41.6% |
| YTD | -33.4% | +12.7% | -46.1% | -43.1% |
| 1Y | -44.3% | +17.5% | -61.8% | -54.9% |
| 3Y | -24.0% | +76.9% | -100.9% | -63.4% |
| 5Y | -22.7% | +83.6% | -106.3% | -62.9% |
| All | +385.4% | +322.5% | +62.9% | -9.5% |
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