+2,193.8%
CHDN vs SPY
+3,008.3%
-814.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +1.1% | +2.0% | -0.9% | -1.1% |
| 6M | -4.1% | +13.0% | -17.1% | -14.6% |
| YTD | -23.5% | +13.5% | -37.0% | -32.3% |
| 1Y | -14.3% | +20.0% | -34.2% | -28.1% |
| 3Y | -30.3% | +77.2% | -107.4% | -59.7% |
| 5Y | -18.4% | +81.9% | -100.3% | -53.4% |
| 10Y | +265.1% | +314.1% | -49.0% | +11.1% |
| All | +2,193.8% | +3,008.3% | -814.5% | +251.8% |
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