-11.1%
CHYM vs FLUT
-62.4%
+51.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | +4.4% | +2.5% | +1.9% | +2.8% |
| 3M | +91.3% | -9.2% | +100.5% | +96.7% |
| 6M | +44.0% | -8.2% | +52.2% | +46.4% |
| YTD | +31.1% | -53.2% | +84.3% | +89.7% |
| 1Y | +37.8% | -65.6% | +103.4% | +138.9% |
| All | -11.1% | -62.4% | +51.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling