-99.7%
CHRN vs SPY
+394.2%
-493.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.5% |
| 7D | -25.2% | -2.7% | -22.5% | -23.2% |
| 30D | -45.6% | -5.4% | -40.2% | -42.6% |
| 3M | -46.9% | -4.1% | -42.8% | -44.5% |
| 6M | -21.3% | +0.7% | -22.0% | -19.7% |
| YTD | +24.4% | +8.7% | +15.8% | +20.6% |
| 1Y | +121.6% | +10.9% | +110.8% | +112.6% |
| 3Y | -47.3% | +75.0% | -122.3% | -63.4% |
| 5Y | -83.1% | +67.8% | -150.9% | -87.9% |
| 10Y | -98.8% | +312.9% | -411.7% | -99.6% |
| All | -99.7% | +394.2% | -493.9% | -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