-44.3%
CALY vs SPY
+72.7%
-117.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.4% |
| 7D | +4.1% | +3.3% | +0.9% | -0.2% |
| 30D | +19.8% | -2.7% | +22.5% | +24.1% |
| 3M | +0.3% | -1.7% | +2.0% | +2.5% |
| 6M | +5.4% | +3.1% | +2.3% | +0.6% |
| YTD | +42.1% | +11.9% | +30.2% | +21.8% |
| 1Y | +56.4% | +12.0% | +44.4% | +34.2% |
| 3Y | +65.0% | +78.2% | -13.2% | -24.3% |
| All | -44.3% | +72.7% | -117.1% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling