-92.7%
CHGG vs SPY
+76.5%
-169.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.3% |
| 7D | -8.4% | -0.4% | -8.1% | -7.5% |
| 30D | -10.6% | -1.4% | -9.2% | -8.1% |
| 3M | -31.5% | +3.7% | -35.2% | -35.3% |
| 6M | +22.6% | +13.0% | +9.6% | +2.4% |
| YTD | -18.3% | +12.4% | -30.7% | -30.7% |
| 1Y | -51.0% | +18.5% | -69.5% | -60.8% |
| All | -92.7% | +76.5% | -169.2% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling