-59.1%
CHA vs SPY
+41.7%
-100.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +3.2% | -2.7% | +5.9% | +4.5% |
| 30D | +11.4% | -5.4% | +16.8% | +14.2% |
| 3M | +22.3% | -4.1% | +26.4% | +24.6% |
| 6M | +13.4% | +0.7% | +12.7% | +12.0% |
| YTD | +6.9% | +8.7% | -1.8% | +0.2% |
| 1Y | -11.0% | +10.9% | -21.8% | -18.4% |
| All | -59.1% | +41.7% | -100.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling