-95.8%
CHRS vs SPY
+322.5%
-418.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.9% |
| 7D | -6.3% | -0.8% | -5.6% | -5.3% |
| 30D | +13.7% | -1.1% | +14.7% | +15.1% |
| 3M | -6.3% | +3.9% | -10.2% | -11.5% |
| 6M | -25.3% | +13.6% | -38.9% | -36.9% |
| YTD | -6.3% | +12.7% | -19.0% | -19.9% |
| 1Y | 0.0% | +17.5% | -17.5% | -18.5% |
| 3Y | -73.7% | +76.9% | -150.6% | -87.0% |
| 5Y | -91.4% | +83.6% | -174.9% | -95.8% |
| All | -95.8% | +322.5% | -418.2% | -99.1% |
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