+68.2%
CHSCN vs SPY
+307.0%
-238.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -4.5% | +2.6% | -7.1% | -5.2% |
| 30D | -5.5% | -2.0% | -3.6% | -5.1% |
| 3M | -9.6% | -2.8% | -6.8% | -9.0% |
| 6M | -8.5% | +2.1% | -10.6% | -9.2% |
| YTD | -5.4% | +11.5% | -16.9% | -8.5% |
| 1Y | -4.6% | +13.5% | -18.1% | -8.3% |
| 3Y | +9.2% | +77.7% | -68.5% | -9.9% |
| 5Y | +14.0% | +72.6% | -58.6% | -5.5% |
| All | +68.2% | +307.0% | -238.9% | -5.5% |
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