-45.7%
CALY vs SPY
+81.0%
-126.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | -9.7% | -1.4% | -8.4% | -8.1% |
| 3M | -3.8% | +3.7% | -7.5% | -8.7% |
| 6M | +15.4% | +13.0% | +2.4% | -2.4% |
| YTD | +31.9% | +12.4% | +19.5% | +12.6% |
| 1Y | +68.6% | +18.5% | +50.0% | +34.4% |
| 3Y | -6.7% | +77.6% | -84.3% | -56.8% |
| 5Y | -45.7% | +81.7% | -127.4% | -74.0% |
| All | -45.7% | +81.0% | -126.7% | -74.0% |
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