-18.7%
CHYM vs DECK
-18.4%
-0.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.5% |
| 7D | +4.5% | +6.0% | -1.5% | +2.6% |
| 30D | +9.2% | +7.4% | +1.7% | +6.7% |
| 3M | +16.4% | -11.7% | +28.1% | +20.6% |
| 6M | +45.2% | -11.0% | +56.1% | +49.6% |
| YTD | +19.9% | -15.4% | +35.3% | +25.2% |
| 1Y | +57.8% | +7.2% | +50.6% | +55.6% |
| All | -18.7% | -18.4% | -0.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling