+2,524.4%
CHDN vs SPY
+2,963.1%
-438.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | +1.5% | +3.3% | -1.8% | -1.6% |
| 30D | +22.9% | -2.7% | +25.6% | +25.4% |
| 3M | +12.5% | -1.7% | +14.3% | +13.9% |
| 6M | +15.1% | +3.1% | +12.0% | +11.0% |
| YTD | -12.4% | +11.9% | -24.3% | -21.8% |
| 1Y | +0.4% | +12.0% | -11.6% | -10.6% |
| 3Y | -15.4% | +78.2% | -93.6% | -51.5% |
| 5Y | -12.0% | +73.2% | -85.3% | -47.7% |
| 10Y | +340.2% | +309.6% | +30.5% | +34.8% |
| All | +2,524.4% | +2,963.1% | -438.7% | +306.2% |
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