-45.7%
CHAU vs SPY
+334.9%
-380.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.5% |
| 7D | -2.5% | -2.0% | -0.5% | 0.0% |
| 30D | -6.1% | -1.7% | -4.5% | -4.2% |
| 3M | -7.6% | +4.7% | -12.4% | -12.6% |
| 6M | -3.7% | +12.5% | -16.2% | -16.4% |
| YTD | -0.3% | +11.7% | -12.0% | -12.6% |
| 1Y | +11.8% | +17.5% | -5.7% | -8.0% |
| 3Y | +38.9% | +76.6% | -37.6% | -36.0% |
| 5Y | -43.0% | +82.0% | -125.1% | -75.8% |
| 10Y | +27.1% | +317.1% | -290.0% | -89.3% |
| All | -45.7% | +334.9% | -380.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling