+385.4%
CALX price history and return analytics
+229.8%
+155.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | -2.0% | -1.1% | -0.9% | -0.5% |
| 30D | -11.7% | -1.0% | -10.7% | -10.6% |
| 3M | -8.6% | +3.2% | -11.8% | -12.4% |
| 6M | -30.9% | +12.5% | -43.4% | -41.7% |
| YTD | -33.4% | +14.1% | -47.5% | -44.9% |
| 1Y | -44.3% | +18.9% | -63.2% | -56.4% |
| 3Y | -24.0% | +74.1% | -98.1% | -64.3% |
| 5Y | -22.7% | +66.9% | -89.6% | -59.9% |
| All | +385.4% | +229.8% | +155.6% | +16.4% |
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