+232.5%
CHPS vs SPY
+75.1%
+157.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.2% |
| 7D | +3.5% | -2.0% | +5.5% | +7.4% |
| 30D | -0.7% | -1.7% | +1.0% | +2.4% |
| 3M | -3.9% | +4.7% | -8.6% | -10.5% |
| 6M | +51.7% | +12.5% | +39.2% | +26.6% |
| YTD | +77.2% | +11.7% | +65.5% | +50.5% |
| 1Y | +130.9% | +17.5% | +113.4% | +81.6% |
| 3Y | +260.2% | +76.6% | +183.6% | +51.7% |
| All | +232.5% | +75.1% | +157.4% | +42.7% |
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