+343.6%
CALY vs SPY
+3,091.8%
-2,748.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -16.8% | +0.1% | -16.8% | -16.9% |
| 3M | +6.0% | +2.0% | +4.0% | +3.5% |
| 6M | +10.9% | +13.0% | -2.1% | -2.8% |
| YTD | +36.2% | +13.5% | +22.7% | +19.0% |
| 1Y | +74.3% | +20.0% | +54.4% | +44.0% |
| 3Y | -8.7% | +77.2% | -85.9% | -49.5% |
| 5Y | -42.9% | +81.9% | -124.8% | -68.5% |
| 10Y | +38.4% | +314.1% | -275.7% | -64.8% |
| All | +343.6% | +3,091.8% | -2,748.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling