+125.8%
CAT vs CHYM
-24.0%
+149.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.9% |
| 7D | +0.6% | -2.9% | +3.5% | +0.8% |
| 30D | -4.5% | +3.0% | -7.5% | -4.8% |
| 3M | -5.8% | +98.7% | -104.5% | -11.5% |
| 6M | +12.7% | +46.4% | -33.7% | +8.4% |
| YTD | +41.4% | +29.8% | +11.6% | +36.9% |
| 1Y | +92.1% | +40.5% | +51.6% | +84.7% |
| All | +125.8% | -24.0% | +149.9% | +122.2% |
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