-100.0%
CHAI vs SPY
+74.6%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.3% |
| 7D | -6.0% | -0.9% | -5.1% | -5.0% |
| 30D | -20.7% | -2.4% | -18.4% | -18.8% |
| 3M | -46.1% | -1.2% | -44.9% | -45.4% |
| 6M | -85.5% | +3.3% | -88.8% | -85.9% |
| YTD | -89.4% | +12.3% | -101.7% | -90.4% |
| 1Y | -94.9% | +12.4% | -107.4% | -95.3% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +74.6% | -174.6% | -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 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