-97.8%
CHPT vs SPY
+79.8%
-177.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.1% |
| 7D | -1.7% | -2.0% | +0.3% | +2.6% |
| 30D | +42.4% | -1.7% | +44.1% | +49.1% |
| 3M | +39.5% | +4.7% | +34.8% | +29.4% |
| 6M | +65.1% | +12.5% | +52.6% | +35.2% |
| YTD | +34.5% | +11.7% | +22.8% | +12.1% |
| 1Y | -11.3% | +17.5% | -28.8% | -32.4% |
| 3Y | -92.2% | +76.6% | -168.8% | -97.4% |
| 5Y | -97.8% | +82.0% | -179.9% | -99.2% |
| All | -97.8% | +79.8% | -177.6% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling