-7.6%
CALX vs VOO
+78.5%
-86.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +5.1% | +2.6% | +2.6% | +2.1% |
| 30D | -10.7% | -2.0% | -8.8% | -8.5% |
| 3M | -19.3% | -2.8% | -16.5% | -16.5% |
| 6M | -20.4% | +2.2% | -22.5% | -22.4% |
| YTD | -39.2% | +11.5% | -50.7% | -46.9% |
| 1Y | -46.7% | +13.5% | -60.1% | -54.3% |
| 3Y | -7.6% | +78.1% | -85.7% | -61.1% |
| All | -7.6% | +78.5% | -86.1% | -61.1% |
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