-11.1%
CHYM vs FLNC
+102.9%
-113.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | -2.3% | -4.1% | +1.8% | -2.1% |
| 30D | +4.4% | -24.8% | +29.2% | +6.6% |
| 3M | +91.3% | -59.1% | +150.4% | +104.6% |
| 6M | +44.0% | -42.0% | +85.9% | +46.8% |
| YTD | +31.1% | -49.8% | +80.9% | +33.2% |
| 1Y | +37.8% | +43.1% | -5.2% | +22.5% |
| All | -11.1% | +102.9% | -113.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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