-31.1%
CHMI vs SPY
+322.5%
-353.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | -3.0% | -0.8% | -2.3% | -2.3% |
| 30D | -0.7% | -1.1% | +0.4% | +0.3% |
| 3M | +26.3% | +3.9% | +22.5% | +21.1% |
| 6M | +16.3% | +13.6% | +2.7% | +1.4% |
| YTD | +22.2% | +12.7% | +9.5% | +7.4% |
| 1Y | +13.1% | +17.5% | -4.4% | -4.8% |
| 3Y | +19.5% | +76.9% | -57.4% | -35.1% |
| 5Y | -28.1% | +83.6% | -111.7% | -63.3% |
| All | -31.1% | +322.5% | -353.6% | -83.2% |
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