-52.7%
CHA vs SPY
+45.3%
-98.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.7% | +6.5% |
| 7D | +15.6% | +2.6% | +13.0% | +14.2% |
| 30D | +16.9% | -2.0% | +18.9% | +17.9% |
| 3M | +40.5% | -2.8% | +43.3% | +42.2% |
| 6M | +37.4% | +2.1% | +35.2% | +35.2% |
| YTD | +23.6% | +11.5% | +12.1% | +14.4% |
| 1Y | +0.1% | +13.5% | -13.3% | -9.0% |
| All | -52.7% | +45.3% | -98.1% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling