-11.1%
CHYM vs FCEL
+142.6%
-153.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.3% | +6.3% | -8.5% | -3.3% |
| 30D | +4.4% | -26.7% | +31.1% | +7.5% |
| 3M | +91.3% | -10.2% | +101.5% | +82.9% |
| 6M | +44.0% | +123.5% | -79.5% | +6.9% |
| YTD | +31.1% | +117.4% | -86.3% | -3.6% |
| 1Y | +37.8% | +146.0% | -108.1% | -3.1% |
| All | -11.1% | +142.6% | -153.7% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling