-100.0%
CHAI vs SPY
+78.4%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.2% |
| 7D | -14.4% | -0.6% | -13.9% | -13.9% |
| 30D | -31.6% | -3.7% | -27.9% | -29.3% |
| 3M | -51.7% | -2.7% | -48.9% | -50.4% |
| 6M | -86.6% | +2.2% | -88.7% | -86.7% |
| YTD | -90.2% | +10.8% | -101.0% | -90.9% |
| 1Y | -95.5% | +11.2% | -106.7% | -95.8% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| All | -100.0% | +78.4% | -178.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling