+136.6%
CAMT vs SPY
+71.5%
+65.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.9% | +3.9% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -31.3% | -3.3% | -27.9% | -26.4% |
| 3M | -32.4% | -2.4% | -30.0% | -28.6% |
| 6M | -48.9% | +2.6% | -51.5% | -49.6% |
| YTD | -1.2% | +11.2% | -12.5% | -14.6% |
| 1Y | -11.8% | +13.4% | -25.2% | -26.0% |
| 3Y | +78.3% | +79.9% | -1.6% | -25.2% |
| 5Y | +136.6% | +72.2% | +64.4% | +20.4% |
| All | +136.6% | +71.5% | +65.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling