-87.2%
CWH vs SPY
+72.1%
-159.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -5.4% | +2.6% | -8.0% | -9.1% |
| 30D | +0.7% | -2.0% | +2.7% | +3.8% |
| 3M | -33.5% | -2.8% | -30.8% | -30.6% |
| 6M | -35.0% | +2.1% | -37.2% | -36.5% |
| YTD | -55.4% | +11.5% | -66.9% | -61.3% |
| 1Y | -60.6% | +13.5% | -74.0% | -66.6% |
| 3Y | -75.7% | +77.7% | -153.4% | -88.5% |
| All | -87.2% | +72.1% | -159.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling