-12.0%
CHYM vs FLR
+9.9%
-21.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.9% |
| 7D | -2.9% | -6.9% | +4.0% | -1.3% |
| 30D | +3.0% | +1.1% | +1.8% | +2.4% |
| 3M | +98.7% | +14.3% | +84.4% | +86.2% |
| 6M | +46.4% | +19.1% | +27.3% | +33.5% |
| YTD | +29.8% | +35.1% | -5.3% | +11.9% |
| 1Y | +40.5% | +29.5% | +11.0% | +25.3% |
| All | -12.0% | +9.9% | -21.9% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling