+123.3%
CHSCL vs SPY
+357.8%
-234.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +0.3% | -1.4% | +1.7% | +0.6% |
| 3M | +0.7% | +3.7% | -3.0% | -0.1% |
| 6M | +2.8% | +13.0% | -10.2% | 0.0% |
| YTD | +4.1% | +12.4% | -8.3% | +1.4% |
| 1Y | +5.8% | +18.5% | -12.8% | +1.8% |
| 3Y | +23.1% | +77.6% | -54.5% | +7.1% |
| 5Y | +21.8% | +81.7% | -59.9% | +4.6% |
| 10Y | +71.8% | +319.7% | -247.8% | +18.4% |
| All | +123.3% | +357.8% | -234.5% | +53.2% |
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