+145.3%
CHSCO vs SPY
+460.6%
-315.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +1.0% | +2.0% | -1.0% | +0.6% |
| 6M | +2.3% | +13.0% | -10.8% | -0.3% |
| YTD | +3.6% | +13.5% | -10.0% | +0.9% |
| 1Y | +4.1% | +20.0% | -15.8% | +0.2% |
| 3Y | +19.6% | +77.2% | -57.6% | +5.2% |
| 5Y | +29.5% | +81.9% | -52.4% | +12.4% |
| 10Y | +74.5% | +314.1% | -239.5% | +24.7% |
| All | +145.3% | +460.6% | -315.3% | +77.6% |
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