+76.5%
CHSCO vs SPY
+318.9%
-242.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.2% | -2.0% | +2.2% | +0.6% |
| 30D | +0.5% | -1.7% | +2.2% | +0.9% |
| 3M | +0.1% | +4.7% | -4.6% | -0.9% |
| 6M | +1.5% | +12.5% | -11.0% | -1.1% |
| YTD | +3.5% | +11.7% | -8.3% | +0.9% |
| 1Y | +3.4% | +17.5% | -14.1% | -0.3% |
| 3Y | +20.3% | +76.6% | -56.3% | +4.7% |
| 5Y | +28.8% | +82.0% | -53.2% | +10.3% |
| All | +76.5% | +318.9% | -242.4% | +14.2% |
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