-12.0%
CHYM vs ALK
-17.6%
+5.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -2.9% | -3.1% | +0.2% | -1.7% |
| 30D | +3.0% | -17.1% | +20.1% | +10.3% |
| 3M | +98.7% | -3.8% | +102.5% | +98.4% |
| 6M | +46.4% | -5.3% | +51.7% | +44.6% |
| YTD | +29.8% | -20.3% | +50.1% | +37.0% |
| 1Y | +40.5% | -36.0% | +76.4% | +50.3% |
| All | -12.0% | -17.6% | +5.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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