+134.9%
CHRN vs SPY
+14.6%
+120.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.7% | -13.6% | -17.1% |
| 7D | -29.2% | -0.7% | -28.5% | -27.6% |
| 30D | -35.2% | -1.0% | -34.2% | -32.5% |
| 3M | -50.7% | -0.3% | -50.4% | -49.7% |
| 6M | +2.1% | +7.3% | -5.2% | -10.4% |
| YTD | +39.5% | +13.3% | +26.1% | +12.5% |
| 1Y | +134.9% | +14.8% | +120.1% | +81.3% |
| All | +134.9% | +14.6% | +120.3% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling