-99.7%
CHRN vs SPY
+410.7%
-510.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +5.7% |
| 7D | -4.4% | -0.9% | -3.5% | -3.0% |
| 30D | -35.6% | -2.4% | -33.2% | -33.6% |
| 3M | -40.2% | -1.2% | -39.1% | -39.0% |
| 6M | -20.1% | +3.3% | -23.4% | -20.1% |
| YTD | +33.3% | +12.3% | +21.0% | +25.9% |
| 1Y | +130.9% | +12.4% | +118.4% | +118.6% |
| 3Y | -45.9% | +78.8% | -124.7% | -63.1% |
| 5Y | -81.0% | +75.2% | -156.2% | -86.9% |
| 10Y | -98.8% | +311.1% | -409.9% | -99.5% |
| All | -99.7% | +410.7% | -510.4% | -99.9% |
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