-74.7%
CYH vs SPY
+726.6%
-801.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | -5.3% | -0.9% | -4.4% | -4.4% |
| 3M | +2.9% | +3.9% | -1.0% | -1.1% |
| 6M | -15.2% | +14.5% | -29.7% | -26.6% |
| YTD | -9.0% | +12.9% | -21.9% | -19.9% |
| 1Y | -4.1% | +19.4% | -23.4% | -20.0% |
| 3Y | -9.6% | +78.5% | -88.0% | -49.8% |
| 5Y | -76.1% | +81.8% | -157.9% | -86.4% |
| 10Y | -75.3% | +311.5% | -386.8% | -92.7% |
| All | -74.7% | +726.6% | -801.3% | -96.3% |
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