+3,222.5%
CHKP vs SPY
+1,811.6%
+1,410.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.7% |
| 30D | +4.0% | -0.9% | +4.9% | +5.1% |
| 3M | +2.8% | +3.9% | -1.1% | -1.9% |
| 6M | -19.6% | +14.5% | -34.1% | -31.3% |
| YTD | -28.4% | +12.9% | -41.3% | -37.9% |
| 1Y | -32.5% | +19.4% | -51.9% | -45.0% |
| 3Y | -2.0% | +78.5% | -80.5% | -49.6% |
| 5Y | +7.3% | +81.8% | -74.5% | -47.7% |
| 10Y | +73.3% | +311.5% | -238.2% | -69.6% |
| All | +3,222.5% | +1,811.6% | +1,410.9% | -47.4% |
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 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