+2,520.6%
CAMT vs SPY
+739.4%
+1,781.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.3% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | -1.3% | +0.1% | -1.3% | -1.2% |
| 3M | -19.6% | +2.0% | -21.6% | -20.0% |
| 6M | -12.2% | +13.0% | -25.3% | -20.1% |
| YTD | +37.0% | +13.5% | +23.5% | +24.4% |
| 1Y | +86.3% | +20.0% | +66.4% | +61.8% |
| 3Y | +144.8% | +77.2% | +67.6% | +57.4% |
| 5Y | +251.9% | +81.9% | +170.0% | +129.4% |
| 10Y | +6,066.2% | +314.1% | +5,752.1% | +2,190.2% |
| All | +2,520.6% | +739.4% | +1,781.2% | +767.3% |
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