+138.1%
CALX vs SPY
+778.7%
-640.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | -6.2% | +2.0% | -8.2% | -8.7% |
| 6M | -33.8% | +13.0% | -46.8% | -44.1% |
| YTD | -32.1% | +13.5% | -45.6% | -43.0% |
| 1Y | -41.1% | +20.0% | -61.1% | -54.1% |
| 3Y | -23.5% | +77.2% | -100.6% | -64.7% |
| 5Y | -22.4% | +81.9% | -104.3% | -63.9% |
| 10Y | +377.6% | +314.1% | +63.5% | -26.2% |
| All | +138.1% | +778.7% | -640.5% | -87.0% |
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