-100.0%
CHSN vs SPY
+95.0%
-195.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | -81.4% | +2.6% | -84.0% | -82.4% |
| 30D | -43.6% | -2.0% | -41.6% | -43.2% |
| 3M | -44.2% | -2.8% | -41.4% | -43.5% |
| 6M | -63.1% | +2.1% | -65.3% | -64.1% |
| YTD | -99.7% | +11.5% | -111.2% | -99.8% |
| 1Y | -99.7% | +13.5% | -113.2% | -99.8% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +95.0% | -195.0% | -100.0% |
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 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