There a few searching and reporting tools at your disposal to report and analyse your campaigns.

Campaign searches

All searches for components that can be part of a campaign have a campaign filter so that you can search for events, contributions, etc. based on campaign.  Similarly the tabs for components in advanced search also have a campaign filter so you can search for contacts based on their participation in campaigns.  

Campaign reports

The most useful report in CiviCRM for campaign analysis is the activity report.  The activity report can be configured to show the campaign that this activity was part of and also the engagement index for the activity. The activity report can also filter by campaign.