-38.5%
CBRS vs CHYM
+85.1%
-123.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +3.0% | -2.4% |
| 7D | +0.5% | -2.9% | +3.4% | +0.6% |
| 30D | -18.5% | +3.0% | -21.5% | -18.2% |
| 3M | -19.4% | +98.7% | -118.1% | -18.4% |
| All | -38.5% | +85.1% | -123.6% | -39.5% |
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 · Available span rolling