+8.5%
AXP vs CHYM
-23.2%
+31.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.1% | +9.4% | -11.6% | -3.5% |
| 30D | +2.7% | +10.5% | -7.8% | +1.0% |
| 3M | -7.3% | +4.5% | -11.8% | -8.2% |
| 6M | +1.8% | +82.5% | -80.7% | -8.5% |
| YTD | -13.1% | +31.2% | -44.3% | -18.7% |
| 1Y | -13.7% | +63.5% | -77.2% | -21.0% |
| All | +8.5% | -23.2% | +31.7% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling