-56.1%
CSHR vs SPY
+13.0%
-69.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | -0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +5.9% |
| 30D | -21.6% | -5.4% | -16.2% | -10.9% |
| 3M | -22.5% | -4.1% | -18.4% | -14.4% |
| 6M | -40.8% | +0.7% | -41.6% | -42.3% |
| All | -56.1% | +13.0% | -69.1% | -72.1% |
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