+130.8%
CAT vs CHYM
-24.9%
+155.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.3% |
| 7D | +5.6% | +2.1% | +3.5% | +5.4% |
| 30D | -2.3% | +11.0% | -13.4% | -3.1% |
| 3M | -10.0% | +83.9% | -93.9% | -14.8% |
| 6M | +21.2% | +45.3% | -24.1% | +16.6% |
| YTD | +44.4% | +28.4% | +16.1% | +40.0% |
| 1Y | +96.3% | +32.2% | +64.1% | +89.6% |
| All | +130.8% | -24.9% | +155.6% | +127.2% |
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 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