-23.7%
CALX vs SPY
+78.7%
-102.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -6.3% | +0.5% | -6.8% | -6.9% |
| 30D | -7.0% | -0.9% | -6.0% | -6.0% |
| 3M | -5.2% | +3.9% | -9.1% | -9.3% |
| 6M | -30.0% | +14.5% | -44.5% | -40.6% |
| YTD | -33.2% | +12.9% | -46.2% | -42.3% |
| 1Y | -42.2% | +19.4% | -61.5% | -53.3% |
| 3Y | -23.7% | +78.5% | -102.1% | -62.6% |
| All | -23.7% | +78.7% | -102.4% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling