-8.1%
CAMT vs SPY
+11.9%
-20.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -1.7% |
| 7D | -9.1% | -0.6% | -8.5% | -8.0% |
| 30D | -33.1% | -3.7% | -29.4% | -25.1% |
| 3M | -35.4% | -2.7% | -32.6% | -29.5% |
| 6M | -50.3% | +2.2% | -52.5% | -51.5% |
| YTD | -3.9% | +10.8% | -14.7% | -22.0% |
| 1Y | -8.1% | +11.2% | -19.3% | -25.5% |
| All | -8.1% | +11.9% | -20.0% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling