+1,789.0%
CAMT vs SPY
+722.3%
+1,066.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.9% | +6.0% |
| 7D | -3.0% | +0.1% | -3.0% | -2.9% |
| 30D | -31.3% | -3.3% | -27.9% | -28.6% |
| 3M | -32.4% | -2.4% | -30.0% | -30.3% |
| 6M | -48.9% | +2.6% | -51.5% | -49.0% |
| YTD | -1.2% | +11.2% | -12.5% | -8.0% |
| 1Y | -11.8% | +13.4% | -25.2% | -19.1% |
| 3Y | +78.3% | +79.9% | -1.6% | +13.8% |
| 5Y | +136.6% | +72.2% | +64.4% | +62.4% |
| 10Y | +3,768.3% | +307.3% | +3,461.0% | +1,369.6% |
| All | +1,789.0% | +722.3% | +1,066.7% | +541.4% |
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