+411.5%
CHSCP vs SPY
+1,230.4%
-818.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +0.3% | -0.9% | +1.2% | +0.4% |
| 3M | -0.9% | +3.9% | -4.8% | -1.3% |
| 6M | -2.4% | +14.5% | -16.9% | -3.8% |
| YTD | +0.2% | +12.9% | -12.7% | -1.1% |
| 1Y | -2.5% | +19.4% | -21.8% | -4.4% |
| 3Y | +8.0% | +78.5% | -70.4% | +0.9% |
| 5Y | +24.1% | +81.8% | -57.6% | +15.3% |
| 10Y | +52.9% | +311.5% | -258.6% | +31.4% |
| All | +411.5% | +1,230.4% | -818.9% | +314.7% |
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