+91.0%
CHSCM vs SPY
+367.1%
-276.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -5.4% | -2.4% | -3.0% | -4.8% |
| 3M | -10.2% | -1.2% | -9.0% | -9.9% |
| 6M | -10.1% | +3.3% | -13.4% | -11.0% |
| YTD | -7.2% | +12.3% | -19.5% | -10.3% |
| 1Y | -6.7% | +12.4% | -19.2% | -9.9% |
| 3Y | +9.1% | +78.8% | -69.7% | -8.8% |
| 5Y | +9.3% | +75.2% | -65.9% | -8.8% |
| 10Y | +56.7% | +311.1% | -254.4% | -0.9% |
| All | +91.0% | +367.1% | -276.1% | +19.1% |
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 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