+58.0%
CAML vs SPY
+78.3%
-20.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -2.2% | -2.0% | -0.2% | 0.0% |
| 30D | -4.7% | -1.7% | -3.1% | -2.9% |
| 3M | +2.7% | +4.7% | -2.1% | -2.3% |
| 6M | +7.0% | +12.5% | -5.5% | -5.8% |
| YTD | +3.5% | +11.7% | -8.2% | -8.1% |
| 1Y | +3.6% | +17.5% | -13.9% | -12.9% |
| 3Y | +53.2% | +76.6% | -23.3% | -16.8% |
| All | +58.0% | +78.3% | -20.3% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling