+362.6%
CALY vs SPY
+3,045.4%
-2,682.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | +4.1% | +3.3% | +0.9% | +0.6% |
| 30D | +19.8% | -2.7% | +22.5% | +23.3% |
| 3M | +0.3% | -1.7% | +2.0% | +2.2% |
| 6M | +5.4% | +3.1% | +2.3% | +1.7% |
| YTD | +42.1% | +11.9% | +30.2% | +26.0% |
| 1Y | +56.4% | +12.0% | +44.4% | +38.8% |
| 3Y | +65.0% | +78.2% | -13.2% | -9.7% |
| 5Y | -43.2% | +73.2% | -116.5% | -67.1% |
| 10Y | +38.7% | +309.6% | -270.9% | -64.4% |
| All | +362.6% | +3,045.4% | -2,682.8% | -87.0% |
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 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