-9.0%
CHYM vs DECK
-20.2%
+11.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | +30.2% | -13.6% | +43.8% | +36.0% |
| 3M | +85.9% | -21.2% | +107.1% | +99.4% |
| 6M | +49.9% | -21.1% | +71.0% | +59.5% |
| YTD | +34.1% | -17.2% | +51.4% | +41.2% |
| 1Y | +37.0% | -30.7% | +67.8% | +43.6% |
| All | -9.0% | -20.2% | +11.1% | -7.2% |
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