-10.6%
ADSK vs CHYM
+63.9%
-74.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.6% |
| 7D | +11.3% | +4.5% | +6.8% | +10.3% |
| 30D | +16.4% | +9.2% | +7.2% | +14.3% |
| 3M | +12.1% | +16.4% | -4.3% | +7.6% |
| 6M | +7.9% | +45.2% | -37.3% | -2.4% |
| YTD | -9.1% | +19.9% | -29.0% | -15.8% |
| 1Y | -10.6% | +57.8% | -68.4% | -20.0% |
| All | -10.6% | +63.9% | -74.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling