+7.8%
CHKP vs SPY
+79.8%
-72.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -5.0% | -2.0% | -3.0% | -4.0% |
| 30D | +1.1% | -1.7% | +2.7% | +2.0% |
| 3M | +3.8% | +4.7% | -0.9% | +1.0% |
| 6M | -17.0% | +12.5% | -29.5% | -22.8% |
| YTD | -29.7% | +11.7% | -41.4% | -34.3% |
| 1Y | -32.8% | +17.5% | -50.3% | -39.0% |
| 3Y | -3.8% | +76.6% | -80.4% | -31.9% |
| 5Y | +7.8% | +82.0% | -74.3% | -27.1% |
| All | +7.8% | +79.8% | -72.0% | -27.1% |
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