-41.4%
CHTR vs CHYM
+38.9%
-80.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +1.7% | -2.7% | -1.4% |
| 30D | -0.8% | +30.2% | -31.0% | -4.9% |
| 3M | +17.8% | +85.9% | -68.1% | +7.5% |
| 6M | -34.5% | +49.9% | -84.4% | -38.7% |
| YTD | -27.2% | +34.1% | -61.3% | -31.4% |
| 1Y | -41.4% | +37.0% | -78.4% | -46.8% |
| All | -41.4% | +38.9% | -80.3% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling