+60.6%
CHSCN vs SPY
+318.9%
-258.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | +0.5% | -1.7% | +2.1% | +0.9% |
| 3M | +2.2% | +4.7% | -2.6% | +0.8% |
| 6M | +2.5% | +12.5% | -10.0% | -1.1% |
| YTD | +4.7% | +11.7% | -7.0% | +1.2% |
| 1Y | +6.3% | +17.5% | -11.2% | +1.2% |
| 3Y | +21.6% | +76.6% | -54.9% | +0.6% |
| 5Y | +24.7% | +82.0% | -57.4% | +0.9% |
| All | +60.6% | +318.9% | -258.3% | -11.2% |
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 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