-12.6%
CHDN vs SPY
+72.1%
-84.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.8% | +2.6% | -0.8% | -0.6% |
| 30D | +24.6% | -2.0% | +26.6% | +26.4% |
| 3M | +12.1% | -2.8% | +14.8% | +14.6% |
| 6M | +16.5% | +2.1% | +14.4% | +13.2% |
| YTD | -12.4% | +11.5% | -23.8% | -22.0% |
| 1Y | +0.3% | +13.5% | -13.2% | -12.5% |
| 3Y | -14.8% | +77.7% | -92.5% | -55.3% |
| All | -12.6% | +72.1% | -84.7% | -52.5% |
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