+611.9%
CALM price history and return analytics
+346.0%
+265.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.8% |
| 7D | +1.6% | -2.3% | +4.0% | +3.0% |
| 30D | +3.0% | -5.0% | +8.0% | +5.8% |
| 3M | -23.9% | -4.9% | -19.0% | -21.9% |
| 6M | -15.1% | -1.5% | -13.5% | -14.9% |
| YTD | -17.7% | +8.5% | -26.2% | -22.2% |
| 1Y | -25.6% | +11.4% | -36.9% | -30.7% |
| 3Y | +50.4% | +70.1% | -19.6% | +9.3% |
| 5Y | +126.6% | +53.7% | +72.9% | +71.6% |
| 10Y | +133.6% | +220.0% | -86.4% | +7.0% |
| All | +611.9% | +346.0% | +265.9% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling