-5.9%
CYH vs SPY
+75.5%
-81.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.3% |
| 7D | -0.7% | -2.0% | +1.3% | +1.8% |
| 30D | +1.8% | -1.7% | +3.4% | +3.8% |
| 3M | -2.7% | +4.7% | -7.4% | -8.1% |
| 6M | -14.5% | +12.5% | -27.0% | -26.7% |
| YTD | -7.4% | +11.7% | -19.1% | -19.8% |
| 1Y | -1.0% | +17.5% | -18.5% | -19.2% |
| All | -5.9% | +75.5% | -81.4% | -66.8% |
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 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