-94.2%
CHNR vs SPY
+322.5%
-416.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +1.8% | -0.8% | +2.6% | +2.3% |
| 30D | -2.5% | -1.1% | -1.4% | -1.8% |
| 3M | +8.2% | +3.9% | +4.3% | +5.7% |
| 6M | +13.7% | +13.6% | +0.1% | +5.5% |
| YTD | +10.6% | +12.7% | -2.1% | +3.1% |
| 1Y | -2.9% | +17.5% | -20.4% | -11.3% |
| 3Y | -73.5% | +76.9% | -150.4% | -81.3% |
| 5Y | -91.9% | +83.6% | -175.5% | -94.5% |
| All | -94.2% | +322.5% | -416.7% | -97.9% |
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