-100.0%
CHR vs SPY
+193.7%
-293.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -5.0% |
| 7D | -6.5% | -0.6% | -5.9% | -5.9% |
| 30D | -14.6% | -3.7% | -10.9% | -12.9% |
| 3M | -34.2% | -2.7% | -31.4% | -33.2% |
| 6M | -26.3% | +2.2% | -28.5% | -26.6% |
| YTD | -66.4% | +10.8% | -77.2% | -67.5% |
| 1Y | -85.7% | +11.2% | -96.9% | -86.2% |
| 3Y | -99.8% | +76.5% | -176.3% | -99.8% |
| 5Y | -99.9% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +193.7% | -293.7% | -100.0% |
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