-100.0%
CHSN vs VOO
+97.6%
-197.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.3% |
| 7D | +5.0% | -0.8% | +5.8% | +5.6% |
| 30D | +5.5% | -1.1% | +6.6% | +6.4% |
| 3M | -12.5% | +3.9% | -16.4% | -15.4% |
| 6M | -99.5% | +13.6% | -113.2% | -99.6% |
| YTD | -99.5% | +12.7% | -112.2% | -99.6% |
| 1Y | -99.6% | +17.6% | -117.2% | -99.7% |
| 3Y | -100.0% | +77.3% | -177.3% | -100.0% |
| All | -100.0% | +97.6% | -197.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling