-12.3%
CHYM vs DECK
-15.9%
+3.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +2.4% |
| 7D | +14.0% | +6.4% | +7.6% | +11.7% |
| 30D | +8.1% | +9.1% | -1.0% | +5.1% |
| 3M | +11.8% | -7.2% | +19.0% | +14.0% |
| 6M | +76.6% | -9.9% | +86.5% | +80.9% |
| YTD | +29.2% | -12.8% | +42.0% | +33.6% |
| 1Y | +59.9% | +10.6% | +49.3% | +56.2% |
| All | -12.3% | -15.9% | +3.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling