-94.0%
CHGG vs SPY
+433.0%
-527.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -4.9% | +2.6% | -7.5% | -7.5% |
| 30D | -17.1% | -2.0% | -15.2% | -15.4% |
| 3M | -27.5% | -2.8% | -24.7% | -25.0% |
| 6M | -49.1% | +2.1% | -51.3% | -50.1% |
| YTD | -37.6% | +11.5% | -49.1% | -43.5% |
| 1Y | -48.7% | +13.5% | -62.1% | -54.2% |
| 3Y | -93.2% | +77.7% | -170.9% | -96.0% |
| 5Y | -98.0% | +72.6% | -170.6% | -98.8% |
| 10Y | -92.8% | +308.2% | -401.0% | -98.2% |
| All | -94.0% | +433.0% | -527.0% | -98.7% |
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