-6.9%
CHYM vs FCEL
+153.0%
-159.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.7% | +13.6% | +7.7% |
| 7D | +3.4% | +15.1% | -11.7% | +1.4% |
| 30D | +12.0% | -16.4% | +28.4% | +13.3% |
| 3M | +102.4% | -5.3% | +107.7% | +92.2% |
| 6M | +52.7% | +124.5% | -71.9% | +13.8% |
| YTD | +37.3% | +126.7% | -89.4% | +0.4% |
| 1Y | +42.2% | +219.9% | -177.7% | -5.3% |
| All | -6.9% | +153.0% | -159.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling