+69.9%
CHKP vs SPY
+322.5%
-252.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -3.9% | -0.8% | -3.2% | -3.5% |
| 30D | +1.8% | -1.1% | +2.9% | +2.6% |
| 3M | +6.9% | +3.9% | +3.1% | +4.1% |
| 6M | -14.5% | +13.6% | -28.1% | -22.0% |
| YTD | -29.1% | +12.7% | -41.7% | -34.8% |
| 1Y | -33.0% | +17.5% | -50.5% | -40.2% |
| 3Y | -3.2% | +76.9% | -80.1% | -35.2% |
| 5Y | +8.7% | +83.6% | -74.9% | -30.0% |
| All | +69.9% | +322.5% | -252.5% | -40.6% |
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