+43.6%
BAC vs CHYM
-24.9%
+68.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.1% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | -0.7% | +11.0% | -11.8% | -1.6% |
| 3M | +16.9% | +83.9% | -67.0% | +10.6% |
| 6M | +29.6% | +45.3% | -15.8% | +24.7% |
| YTD | +15.3% | +28.4% | -13.1% | +11.3% |
| 1Y | +28.8% | +32.2% | -3.4% | +23.3% |
| All | +43.6% | -24.9% | +68.5% | +36.9% |
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