+36.6%
CALY vs SPY
+322.5%
-285.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | 0.0% |
| 7D | -2.8% | -0.8% | -2.0% | -1.7% |
| 30D | -6.5% | -1.1% | -5.4% | -5.2% |
| 3M | -7.9% | +3.9% | -11.8% | -12.7% |
| 6M | +11.2% | +13.6% | -2.4% | -6.4% |
| YTD | +32.5% | +12.7% | +19.8% | +13.0% |
| 1Y | +59.9% | +17.5% | +42.4% | +29.2% |
| 3Y | -6.1% | +76.9% | -83.0% | -55.7% |
| 5Y | -45.5% | +83.6% | -129.1% | -74.9% |
| All | +36.6% | +322.5% | -285.9% | -75.4% |
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