+67.8%
CHYM vs FN
-25.7%
+93.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.0% | +11.9% | +6.5% |
| 7D | +3.7% | -7.0% | +10.7% | +4.3% |
| 30D | +5.6% | -24.7% | +30.3% | +8.4% |
| 3M | +19.7% | -35.7% | +55.4% | +24.2% |
| 6M | +35.3% | -52.4% | +87.7% | +46.9% |
| YTD | +18.7% | -25.0% | +43.6% | +10.0% |
| 1Y | +67.8% | -25.7% | +93.5% | +55.6% |
| All | +67.8% | -25.7% | +93.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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