+45.0%
CALY vs SPY
+307.0%
-262.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.6% |
| 7D | +1.6% | +2.6% | -1.0% | -1.8% |
| 30D | +26.3% | -2.0% | +28.3% | +29.5% |
| 3M | +3.6% | -2.8% | +6.4% | +7.4% |
| 6M | +11.5% | +2.1% | +9.3% | +7.7% |
| YTD | +46.5% | +11.5% | +35.0% | +26.5% |
| 1Y | +61.6% | +13.5% | +48.2% | +36.5% |
| 3Y | +69.8% | +77.7% | -7.9% | -20.8% |
| 5Y | -41.5% | +72.6% | -114.1% | -70.9% |
| All | +45.0% | +307.0% | -262.0% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling