-89.5%
CHRS vs SPY
+358.6%
-448.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.0% |
| 7D | -7.0% | -0.4% | -6.7% | -6.6% |
| 30D | +6.5% | -1.4% | +7.8% | +8.4% |
| 3M | -7.0% | +3.7% | -10.7% | -12.0% |
| 6M | -31.6% | +13.0% | -44.6% | -42.0% |
| YTD | -7.0% | +12.4% | -19.4% | -20.5% |
| 1Y | -2.2% | +18.5% | -20.8% | -21.6% |
| 3Y | -73.0% | +77.6% | -150.6% | -87.1% |
| 5Y | -91.6% | +81.7% | -173.3% | -96.0% |
| 10Y | -95.6% | +319.7% | -415.2% | -99.4% |
| All | -89.5% | +358.6% | -448.1% | -98.6% |
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