+6,316.4%
CAMT vs SPY
+312.5%
+6,003.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.8% |
| 7D | +12.7% | -0.4% | +13.1% | +13.3% |
| 30D | -6.0% | -1.4% | -4.6% | -3.9% |
| 3M | -11.6% | +3.7% | -15.3% | -14.9% |
| 6M | -4.2% | +13.0% | -17.2% | -17.7% |
| YTD | +39.8% | +12.4% | +27.4% | +21.5% |
| 1Y | +79.7% | +18.5% | +61.2% | +45.9% |
| 3Y | +163.2% | +77.6% | +85.6% | +29.6% |
| 5Y | +269.8% | +81.7% | +188.1% | +84.0% |
| 10Y | +6,316.4% | +319.7% | +5,996.7% | +1,085.7% |
| All | +6,316.4% | +312.5% | +6,003.9% | +1,085.7% |
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