+857.1%
CHEF vs SPY
+322.5%
+534.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.6% |
| 7D | -3.4% | -0.8% | -2.7% | -2.3% |
| 30D | -0.6% | -1.1% | +0.5% | +0.9% |
| 3M | +23.1% | +3.9% | +19.2% | +15.9% |
| 6M | +71.0% | +13.6% | +57.4% | +40.8% |
| YTD | +77.2% | +12.7% | +64.5% | +47.2% |
| 1Y | +67.4% | +17.5% | +49.9% | +29.9% |
| 3Y | +292.9% | +76.9% | +216.0% | +57.3% |
| 5Y | +302.8% | +83.6% | +219.2% | +48.1% |
| All | +857.1% | +322.5% | +534.7% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling