-68.8%
CWH vs SPY
+298.4%
-367.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.3% | -10.3% | -10.5% |
| 7D | -8.2% | -2.7% | -5.5% | -4.0% |
| 30D | +1.5% | -5.4% | +6.9% | +10.9% |
| 3M | -26.3% | -4.1% | -22.2% | -21.2% |
| 6M | -41.8% | +0.7% | -42.5% | -42.0% |
| YTD | -52.8% | +8.7% | -61.5% | -57.7% |
| 1Y | -61.0% | +10.9% | -71.8% | -66.1% |
| 3Y | -74.3% | +75.0% | -149.3% | -88.6% |
| 5Y | -86.1% | +67.8% | -153.9% | -93.3% |
| 10Y | -68.1% | +312.9% | -381.0% | -95.2% |
| All | -68.8% | +298.4% | -367.2% | -94.9% |
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