-99.1%
CHGG vs SPY
+79.8%
-178.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.1% |
| 7D | -25.5% | -2.0% | -23.5% | -23.3% |
| 30D | -13.1% | -1.7% | -11.4% | -10.7% |
| 3M | -33.6% | +4.7% | -38.4% | -37.6% |
| 6M | +21.7% | +12.5% | +9.2% | +5.2% |
| YTD | -21.5% | +11.7% | -33.2% | -31.0% |
| 1Y | -55.8% | +17.5% | -73.2% | -63.1% |
| 3Y | -92.8% | +76.6% | -169.4% | -96.2% |
| 5Y | -99.1% | +82.0% | -181.1% | -99.5% |
| All | -99.1% | +79.8% | -178.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling