-74.5%
CYH vs SPY
+79.8%
-154.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -0.7% | -2.0% | +1.3% | +2.3% |
| 30D | +1.8% | -1.7% | +3.4% | +4.2% |
| 3M | -2.7% | +4.7% | -7.4% | -9.1% |
| 6M | -14.5% | +12.5% | -27.0% | -28.7% |
| YTD | -7.4% | +11.7% | -19.1% | -21.8% |
| 1Y | -1.0% | +17.5% | -18.5% | -22.2% |
| 3Y | -8.0% | +76.6% | -84.5% | -62.7% |
| 5Y | -74.5% | +82.0% | -156.5% | -89.7% |
| All | -74.5% | +79.8% | -154.2% | -89.7% |
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