+49.6%
CAML vs SPY
+73.4%
-23.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.7% |
| 7D | -4.1% | -2.7% | -1.4% | -1.1% |
| 30D | -10.1% | -5.4% | -4.7% | -4.2% |
| 3M | -9.0% | -4.1% | -4.9% | -4.4% |
| 6M | -4.7% | +0.7% | -5.4% | -5.1% |
| YTD | -2.0% | +8.7% | -10.7% | -10.1% |
| 1Y | -2.6% | +10.9% | -13.5% | -12.6% |
| 3Y | +48.0% | +75.0% | -27.0% | -18.4% |
| All | +49.6% | +73.4% | -23.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling