+606.0%
CHMG vs SPY
+896.8%
-290.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +3.3% | -1.4% | +4.6% | +3.7% |
| 3M | +18.0% | +3.7% | +14.2% | +16.7% |
| 6M | +54.7% | +13.0% | +41.7% | +49.5% |
| YTD | +52.1% | +12.4% | +39.7% | +47.2% |
| 1Y | +62.0% | +18.5% | +43.5% | +54.5% |
| 3Y | +127.1% | +77.6% | +49.4% | +95.4% |
| 5Y | +98.7% | +81.7% | +17.0% | +68.7% |
| 10Y | +301.1% | +319.7% | -18.5% | +202.6% |
| All | +606.0% | +896.8% | -290.8% | +440.3% |
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