-42.9%
CHAU vs SPY
+82.3%
-125.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | -7.9% | -1.1% | -6.8% | -7.1% |
| 3M | -9.5% | +3.9% | -13.4% | -12.0% |
| 6M | -5.2% | +13.6% | -18.8% | -13.5% |
| YTD | -0.3% | +12.7% | -12.9% | -8.4% |
| 1Y | +4.6% | +17.5% | -13.0% | -6.8% |
| 3Y | +33.7% | +76.9% | -43.2% | -14.2% |
| All | -42.9% | +82.3% | -125.2% | -64.7% |
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 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