-25.7%
CALX vs VOO
+77.0%
-102.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.0% |
| 7D | -8.4% | -0.4% | -8.0% | -8.0% |
| 30D | -9.8% | -1.4% | -8.4% | -8.3% |
| 3M | -11.0% | +3.7% | -14.7% | -14.8% |
| 6M | -32.4% | +13.0% | -45.4% | -41.9% |
| YTD | -34.9% | +12.4% | -47.4% | -43.7% |
| 1Y | -44.2% | +18.6% | -62.8% | -54.9% |
| All | -25.7% | +77.0% | -102.7% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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