+19.5%
CHMI vs SPY
+77.0%
-57.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.7% |
| 7D | -3.0% | -0.8% | -2.3% | -2.4% |
| 30D | -0.7% | -1.1% | +0.4% | +0.1% |
| 3M | +26.3% | +3.9% | +22.5% | +22.0% |
| 6M | +16.3% | +13.6% | +2.7% | +3.7% |
| YTD | +22.2% | +12.7% | +9.5% | +9.8% |
| 1Y | +13.1% | +17.5% | -4.4% | -2.1% |
| 3Y | +19.5% | +76.9% | -57.4% | -40.3% |
| All | +19.5% | +77.0% | -57.5% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling