+115.9%
CALX vs SPY
+769.0%
-653.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.6% |
| 7D | -3.7% | -0.9% | -2.8% | -2.4% |
| 30D | -9.6% | -2.4% | -7.3% | -6.7% |
| 3M | -17.7% | -1.2% | -16.6% | -16.5% |
| 6M | -23.7% | +3.3% | -27.0% | -27.1% |
| YTD | -38.4% | +12.3% | -50.7% | -47.6% |
| 1Y | -48.2% | +12.4% | -60.7% | -55.9% |
| 3Y | -7.3% | +78.8% | -86.1% | -57.7% |
| 5Y | -55.6% | +75.2% | -130.8% | -78.4% |
| 10Y | +323.4% | +311.1% | +12.3% | -34.1% |
| All | +115.9% | +769.0% | -653.1% | -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