-32.0%
CHA vs SPY
+21.3%
-53.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | +9.8% | +0.3% | +9.5% | +9.7% |
| 30D | +3.1% | +0.2% | +2.8% | +3.0% |
| 3M | -4.0% | +2.8% | -6.7% | -4.8% |
| 6M | +6.0% | +14.3% | -8.3% | -1.6% |
| YTD | -2.3% | +14.0% | -16.3% | -9.0% |
| All | -32.0% | +21.3% | -53.3% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling