+522.1%
CHEF vs SPY
+663.6%
-141.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.1% |
| 7D | -5.8% | +0.5% | -6.3% | -6.4% |
| 30D | -1.2% | -0.9% | -0.3% | -0.1% |
| 3M | +34.6% | +3.9% | +30.7% | +27.4% |
| 6M | +73.1% | +14.5% | +58.5% | +43.8% |
| YTD | +74.7% | +12.9% | +61.7% | +47.5% |
| 1Y | +67.9% | +19.4% | +48.5% | +31.1% |
| 3Y | +285.8% | +78.5% | +207.3% | +70.9% |
| 5Y | +283.0% | +81.8% | +201.3% | +63.5% |
| 10Y | +807.2% | +311.5% | +495.6% | +67.1% |
| All | +522.1% | +663.6% | -141.6% | -35.4% |
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 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