-52.6%
CWH vs SPY
+316.3%
-368.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.2% |
| 7D | +6.6% | +0.1% | +6.5% | +6.3% |
| 30D | +7.2% | +0.1% | +7.2% | +7.2% |
| 3M | -0.7% | +2.0% | -2.7% | -3.1% |
| 6M | -9.0% | +13.0% | -22.0% | -23.7% |
| YTD | -28.5% | +13.5% | -42.0% | -40.2% |
| 1Y | -59.8% | +20.0% | -79.7% | -69.1% |
| 3Y | -70.6% | +77.2% | -147.8% | -87.2% |
| 5Y | -78.2% | +81.9% | -160.1% | -90.8% |
| All | -52.6% | +316.3% | -368.9% | -92.8% |
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 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