+20.4%
CHSCM vs SPY
+81.8%
-61.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | -0.5% | -0.9% | +0.4% | -0.4% |
| 3M | +0.1% | +3.9% | -3.7% | -0.4% |
| 6M | +1.5% | +14.5% | -13.1% | -0.5% |
| YTD | +3.1% | +12.9% | -9.8% | +1.3% |
| 1Y | +5.3% | +19.4% | -14.1% | +2.5% |
| 3Y | +18.7% | +78.5% | -59.8% | +7.9% |
| 5Y | +20.4% | +81.8% | -61.4% | +9.1% |
| All | +20.4% | +81.8% | -61.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling