-100.0%
CHR vs SPY
+197.6%
-297.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.3% |
| 7D | -3.6% | -0.9% | -2.7% | -2.9% |
| 30D | -11.8% | -2.4% | -9.5% | -10.7% |
| 3M | -30.9% | -1.2% | -29.8% | -30.4% |
| 6M | -18.8% | +3.3% | -22.1% | -19.5% |
| YTD | -65.1% | +12.3% | -77.4% | -66.5% |
| 1Y | -82.1% | +12.4% | -94.6% | -82.9% |
| 3Y | -99.8% | +78.8% | -178.6% | -99.8% |
| 5Y | -99.9% | +75.2% | -175.1% | -100.0% |
| All | -100.0% | +197.6% | -297.6% | -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