+6,639.5%
CHE vs SPY
+3,067.3%
+3,572.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | -0.7% | -0.8% | 0.0% | -0.3% |
| 30D | -4.5% | -1.1% | -3.4% | -3.9% |
| 3M | +22.8% | +3.9% | +18.9% | +19.5% |
| 6M | +28.5% | +13.6% | +14.9% | +17.8% |
| YTD | +21.1% | +12.7% | +8.4% | +11.4% |
| 1Y | +13.3% | +17.5% | -4.2% | +1.3% |
| 3Y | +4.0% | +76.9% | -72.9% | -30.1% |
| 5Y | +10.5% | +83.6% | -73.0% | -28.7% |
| 10Y | +289.9% | +320.7% | -30.8% | +45.8% |
| All | +6,639.5% | +3,067.3% | +3,572.2% | +944.5% |
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 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