+37.0%
CHYM vs FLR
+31.2%
+5.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.9% |
| 7D | +1.7% | +5.4% | -3.7% | +0.4% |
| 30D | +30.2% | +11.4% | +18.9% | +25.1% |
| 3M | +85.9% | +11.4% | +74.5% | +76.8% |
| 6M | +49.9% | +16.6% | +33.3% | +37.4% |
| YTD | +34.1% | +41.7% | -7.6% | +6.6% |
| 1Y | +37.0% | +35.4% | +1.6% | +16.9% |
| All | +37.0% | +31.2% | +5.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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