+101.9%
CALM price history and return analytics
+222.7%
-120.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -2.3% | +2.9% | -5.2% | -3.2% |
| 30D | +2.3% | -2.5% | +4.9% | +3.3% |
| 3M | -21.9% | -3.3% | -18.6% | -21.0% |
| 6M | -18.6% | +1.5% | -20.2% | -19.4% |
| YTD | -18.3% | +11.4% | -29.6% | -22.0% |
| 1Y | -28.5% | +11.9% | -40.4% | -31.9% |
| 3Y | +49.0% | +73.9% | -24.9% | +18.7% |
| 5Y | +128.1% | +57.9% | +70.3% | +87.7% |
| All | +101.9% | +222.7% | -120.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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