+2,551.3%
CHDN vs SPY
+2,974.0%
-422.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.5% |
| 7D | +2.7% | -0.9% | +3.6% | +3.3% |
| 30D | +25.0% | -2.4% | +27.4% | +27.2% |
| 3M | +13.6% | -1.2% | +14.7% | +14.3% |
| 6M | +16.8% | +3.3% | +13.5% | +12.4% |
| YTD | -11.5% | +12.3% | -23.8% | -21.2% |
| 1Y | +1.6% | +12.4% | -10.8% | -9.8% |
| 3Y | -14.5% | +78.8% | -93.3% | -51.2% |
| 5Y | -10.8% | +75.2% | -86.0% | -47.5% |
| 10Y | +344.7% | +311.1% | +33.6% | +35.7% |
| All | +2,551.3% | +2,974.0% | -422.7% | +309.0% |
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 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