+1,737.8%
CAMT vs SPY
+719.3%
+1,018.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -9.1% | -0.6% | -8.5% | -8.4% |
| 30D | -33.1% | -3.7% | -29.4% | -30.3% |
| 3M | -35.4% | -2.7% | -32.6% | -33.1% |
| 6M | -50.3% | +2.2% | -52.5% | -50.3% |
| YTD | -3.9% | +10.8% | -14.7% | -10.1% |
| 1Y | -8.1% | +11.2% | -19.3% | -14.1% |
| 3Y | +61.6% | +76.5% | -14.9% | +4.9% |
| 5Y | +141.6% | +72.9% | +68.6% | +65.3% |
| 10Y | +3,769.0% | +304.8% | +3,464.2% | +1,377.7% |
| All | +1,737.8% | +719.3% | +1,018.5% | +526.2% |
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