-15.6%
CHYM vs DECK
-19.3%
+3.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.2% |
| 7D | +12.1% | +5.8% | +6.3% | +10.1% |
| 30D | +12.2% | +7.9% | +4.3% | +9.5% |
| 3M | +0.3% | -11.4% | +11.7% | +3.8% |
| 6M | +44.2% | -16.6% | +60.7% | +51.4% |
| YTD | +24.5% | -16.4% | +40.8% | +30.4% |
| 1Y | +73.2% | +8.6% | +64.5% | +70.6% |
| All | -15.6% | -19.3% | +3.8% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling