+61.2%
CAML vs SPY
+81.2%
-20.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | -0.4% | +2.0% | -2.4% | -2.4% |
| 6M | +8.4% | +13.0% | -4.6% | -5.0% |
| YTD | +5.7% | +13.5% | -7.9% | -7.9% |
| 1Y | +6.0% | +20.0% | -14.0% | -12.9% |
| 3Y | +55.0% | +77.2% | -22.2% | -16.3% |
| All | +61.2% | +81.2% | -20.0% | -15.4% |
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