-100.0%
CHGA vs SPY
+225.8%
-325.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.6% |
| 7D | -7.9% | -0.8% | -7.1% | -7.2% |
| 30D | -51.5% | -1.1% | -50.5% | -51.1% |
| 3M | -66.5% | +3.9% | -70.4% | -67.5% |
| 6M | -85.7% | +13.6% | -99.3% | -87.2% |
| YTD | -90.7% | +12.7% | -103.4% | -91.6% |
| 1Y | -95.9% | +17.5% | -113.4% | -96.4% |
| 3Y | -99.3% | +76.9% | -176.2% | -99.6% |
| 5Y | -99.9% | +83.6% | -183.5% | -100.0% |
| All | -100.0% | +225.8% | -325.7% | -100.0% |
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