+22.9%
CHSCP vs SPY
+79.8%
-56.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | -0.1% | -1.7% | +1.5% | +0.1% |
| 3M | -2.5% | +4.7% | -7.3% | -3.0% |
| 6M | -3.6% | +12.5% | -16.1% | -4.8% |
| YTD | -0.7% | +11.7% | -12.4% | -1.8% |
| 1Y | -3.6% | +17.5% | -21.0% | -5.2% |
| 3Y | +7.0% | +76.6% | -69.5% | -0.2% |
| 5Y | +22.9% | +82.0% | -59.1% | +13.0% |
| All | +22.9% | +79.8% | -56.8% | +13.0% |
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