+211.4%
CHI vs SPY
+322.5%
-111.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | -1.4% | -0.8% | -0.6% | -0.7% |
| 30D | -7.0% | -1.1% | -6.0% | -6.2% |
| 3M | -0.2% | +3.9% | -4.1% | -3.4% |
| 6M | +13.9% | +13.6% | +0.3% | +2.2% |
| YTD | +24.5% | +12.7% | +11.9% | +12.4% |
| 1Y | +28.0% | +17.5% | +10.5% | +11.5% |
| 3Y | +53.4% | +76.9% | -23.5% | -8.2% |
| 5Y | +28.5% | +83.6% | -55.1% | -26.5% |
| All | +211.4% | +322.5% | -111.0% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling