+113.0%
CALX vs SPY
+762.8%
-649.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +5.1% | +2.6% | +2.5% | +1.7% |
| 30D | -10.7% | -2.0% | -8.8% | -8.2% |
| 3M | -19.3% | -2.8% | -16.5% | -16.2% |
| 6M | -20.4% | +2.1% | -22.5% | -22.7% |
| YTD | -39.2% | +11.5% | -50.7% | -47.8% |
| 1Y | -46.7% | +13.5% | -60.1% | -55.2% |
| 3Y | -7.6% | +77.7% | -85.3% | -57.6% |
| 5Y | -57.0% | +72.6% | -129.7% | -78.7% |
| 10Y | +317.8% | +308.2% | +9.6% | -34.3% |
| All | +113.0% | +762.8% | -649.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling