+88.4%
CALY vs SPY
+14.6%
+73.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +2.5% |
| 7D | +13.5% | -0.7% | +14.3% | +14.5% |
| 30D | +16.2% | -1.0% | +17.3% | +17.7% |
| 3M | -15.2% | -0.3% | -14.8% | -14.9% |
| 6M | +16.5% | +7.3% | +9.2% | +4.7% |
| YTD | +42.2% | +13.3% | +28.9% | +18.9% |
| 1Y | +88.4% | +14.8% | +73.6% | +54.3% |
| All | +88.4% | +14.6% | +73.8% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling