+116.3%
B vs CHYM
-24.9%
+141.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.0% |
| 7D | +2.3% | +2.1% | +0.3% | +2.1% |
| 30D | +1.4% | +11.0% | -9.7% | +0.2% |
| 3M | +12.2% | +83.9% | -71.7% | +3.4% |
| 6M | -2.1% | +45.3% | -47.5% | -7.7% |
| YTD | +2.9% | +28.4% | -25.4% | -2.5% |
| 1Y | +55.3% | +32.2% | +23.1% | +43.9% |
| All | +116.3% | -24.9% | +141.2% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling