+16.0%
CHSCN vs SPY
+74.6%
-58.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -5.3% | -2.4% | -3.0% | -5.1% |
| 3M | -7.7% | -1.2% | -6.6% | -7.6% |
| 6M | -7.0% | +3.3% | -10.3% | -7.4% |
| YTD | -3.8% | +12.3% | -16.1% | -5.2% |
| 1Y | -3.3% | +12.4% | -15.8% | -4.7% |
| 3Y | +11.7% | +78.8% | -67.1% | +2.5% |
| 5Y | +16.0% | +75.2% | -59.1% | +6.2% |
| All | +16.0% | +74.6% | -58.6% | +6.2% |
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 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