-74.3%
CWH vs SPY
+75.1%
-149.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.3% | -10.3% | -10.6% |
| 7D | -8.2% | -2.7% | -5.5% | -3.6% |
| 30D | +1.5% | -5.4% | +6.9% | +12.0% |
| 3M | -26.3% | -4.1% | -22.2% | -20.7% |
| 6M | -41.8% | +0.7% | -42.5% | -42.2% |
| YTD | -52.8% | +8.7% | -61.5% | -58.3% |
| 1Y | -61.0% | +10.9% | -71.8% | -66.7% |
| 3Y | -74.3% | +75.0% | -149.3% | -91.6% |
| All | -74.3% | +75.1% | -149.4% | -91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling