I think you'll find he did.
You're right, it is a cup competition, anything can happen. But for the same shitey thing to happen three seasons on the spin? That's not luck (on the good or the bad side of it). As much as you may wish to kid on to yourself, if you're a top level club going out on penalties to a lower league side, that is still shite, whether it's on penalties or not.
You can laugh at the "JMG" mob all you want (and we all do, of course), and laugh at the guys on here who have English teams (do you not have an Italian one?), but you can't argue that Calderwood's record in the cups isn't fucking diabolical. Believe it or not, that happens to hurt a few of us on here. Don't have a go at us for that. Cheers.