+13.6%
CHRD vs SPY
+77.0%
-63.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | +3.8% | -0.8% | +4.6% | +4.4% |
| 30D | +11.5% | -1.1% | +12.5% | +12.2% |
| 3M | +14.7% | +3.9% | +10.8% | +11.0% |
| 6M | +25.3% | +13.6% | +11.7% | +11.7% |
| YTD | +68.6% | +12.7% | +56.0% | +51.3% |
| 1Y | +51.2% | +17.5% | +33.7% | +29.7% |
| 3Y | +13.6% | +76.9% | -63.3% | -28.4% |
| All | +13.6% | +77.0% | -63.4% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling