+79.7%
C vs CHYM
-24.9%
+104.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | +3.2% | +2.1% | +1.1% | +2.9% |
| 30D | +1.3% | +11.0% | -9.7% | -0.3% |
| 3M | +3.1% | +83.9% | -80.8% | -7.3% |
| 6M | +29.6% | +45.3% | -15.7% | +20.5% |
| YTD | +19.0% | +28.4% | -9.4% | +12.1% |
| 1Y | +45.6% | +32.2% | +13.4% | +35.0% |
| All | +79.7% | -24.9% | +104.5% | +71.6% |
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