-9.0%
CHYM vs DOCU
-9.9%
+0.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.3% |
| 7D | +1.7% | +6.9% | -5.2% | -1.2% |
| 30D | +30.2% | +19.0% | +11.3% | +19.5% |
| 3M | +85.9% | +34.3% | +51.6% | +58.7% |
| 6M | +49.9% | +48.0% | +1.9% | +19.8% |
| YTD | +34.1% | 0.0% | +34.1% | +26.5% |
| 1Y | +37.0% | -10.3% | +47.3% | +34.0% |
| All | -9.0% | -9.9% | +0.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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