+56.2%
CAML vs SPY
+79.2%
-23.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +0.4% |
| 7D | -0.7% | -0.9% | +0.2% | +0.4% |
| 30D | -6.0% | -2.4% | -3.7% | -3.4% |
| 3M | -5.7% | -1.2% | -4.6% | -4.3% |
| 6M | +0.6% | +3.3% | -2.7% | -2.6% |
| YTD | +2.4% | +12.3% | -9.9% | -9.5% |
| 1Y | -0.1% | +12.4% | -12.5% | -11.8% |
| 3Y | +53.0% | +78.8% | -25.8% | -17.7% |
| All | +56.2% | +79.2% | -23.0% | -16.8% |
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