-12.9%
CHYM vs FLUT
-62.4%
+49.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +2.1% | +3.8% | -1.8% | +0.4% |
| 30D | +11.0% | +6.3% | +4.7% | +7.5% |
| 3M | +83.9% | -4.0% | +87.9% | +83.2% |
| 6M | +45.3% | -10.3% | +55.6% | +49.7% |
| YTD | +28.4% | -53.2% | +81.5% | +85.7% |
| 1Y | +32.2% | -65.0% | +97.2% | +125.8% |
| All | -12.9% | -62.4% | +49.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling