+37.0%
CHYM vs FCEL
+269.1%
-232.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +1.7% | -15.8% | +17.5% | +3.3% |
| 30D | +30.2% | -29.3% | +59.5% | +34.1% |
| 3M | +85.9% | -30.1% | +116.0% | +84.2% |
| 6M | +49.9% | +74.4% | -24.5% | +20.8% |
| YTD | +34.1% | +104.5% | -70.4% | +3.1% |
| 1Y | +37.0% | +281.4% | -244.4% | -8.3% |
| All | +37.0% | +269.1% | -232.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling