-11.8%
CHMI vs SPY
+466.6%
-478.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | +1.4% | +0.5% | +0.8% | +0.8% |
| 30D | +23.2% | -0.9% | +24.2% | +24.2% |
| 3M | +33.0% | +3.9% | +29.1% | +27.9% |
| 6M | +21.7% | +14.5% | +7.2% | +6.7% |
| YTD | +26.5% | +12.9% | +13.5% | +12.4% |
| 1Y | +18.6% | +19.4% | -0.7% | +0.1% |
| 3Y | +25.9% | +78.5% | -52.5% | -27.5% |
| 5Y | -25.6% | +81.8% | -107.3% | -58.6% |
| 10Y | -30.3% | +311.5% | -341.8% | -78.7% |
| All | -11.8% | +466.6% | -478.5% | -76.6% |
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