+163.2%
CHSCP vs VOO
+807.8%
-644.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | +0.3% | -1.4% | +1.7% | +0.5% |
| 3M | -2.1% | +3.7% | -5.8% | -2.8% |
| 6M | -2.5% | +13.0% | -15.5% | -4.7% |
| YTD | 0.0% | +12.4% | -12.5% | -2.2% |
| 1Y | -2.8% | +18.6% | -21.4% | -5.8% |
| 3Y | +7.7% | +78.1% | -70.3% | -3.8% |
| 5Y | +23.4% | +82.3% | -58.8% | +9.1% |
| 10Y | +54.4% | +322.5% | -268.1% | +16.0% |
| All | +163.2% | +807.8% | -644.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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