-98.0%
CHRN vs SPY
+312.5%
-410.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.5% | -13.2% | -13.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.0% |
| 30D | -6.2% | -1.4% | -4.9% | -5.1% |
| 3M | -3.2% | +3.7% | -7.0% | -5.2% |
| 6M | +51.5% | +13.0% | +38.5% | +40.1% |
| YTD | +110.4% | +12.4% | +98.0% | +96.0% |
| 1Y | +348.3% | +18.5% | +329.8% | +304.5% |
| 3Y | +74.4% | +77.6% | -3.2% | +17.6% |
| 5Y | -73.2% | +81.7% | -154.9% | -82.4% |
| 10Y | -98.0% | +319.7% | -417.6% | -99.4% |
| All | -98.0% | +312.5% | -410.5% | -99.4% |
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 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