-95.4%
CHPT vs SPY
+182.3%
-277.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.4% |
| 7D | -8.4% | -0.8% | -7.6% | -7.4% |
| 30D | +41.6% | -1.1% | +42.6% | +44.5% |
| 3M | +37.7% | +3.9% | +33.8% | +33.1% |
| 6M | +64.1% | +13.6% | +50.5% | +44.5% |
| YTD | +36.4% | +12.7% | +23.8% | +21.7% |
| 1Y | -9.9% | +17.5% | -27.4% | -22.9% |
| 3Y | -92.1% | +76.9% | -169.0% | -95.5% |
| 5Y | -97.8% | +83.6% | -181.4% | -98.8% |
| All | -95.4% | +182.3% | -277.7% | -97.5% |
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