-100.0%
CHR vs SPY
+200.9%
-300.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | -27.9% | +2.0% | -29.9% | -28.5% |
| 6M | -49.3% | +13.0% | -62.3% | -51.6% |
| YTD | -53.6% | +13.5% | -67.2% | -55.8% |
| 1Y | -98.3% | +20.0% | -118.2% | -98.4% |
| 3Y | -99.8% | +77.2% | -177.0% | -99.8% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| All | -100.0% | +200.9% | -300.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling