+37.0%
CHYM vs FLUT
-65.9%
+103.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +1.7% | -1.6% | +3.3% | +2.4% |
| 30D | +30.2% | +7.7% | +22.5% | +25.7% |
| 3M | +85.9% | -0.7% | +86.6% | +82.0% |
| 6M | +49.9% | -11.2% | +61.1% | +54.9% |
| YTD | +34.1% | -53.4% | +87.6% | +82.4% |
| 1Y | +37.0% | -65.8% | +102.8% | +95.4% |
| All | +37.0% | -65.9% | +103.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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