+67.8%
CHYM vs FTV
+37.8%
+30.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.6% | +5.1% |
| 7D | +3.7% | +6.6% | -2.9% | +1.4% |
| 30D | +5.6% | +19.1% | -13.5% | -0.8% |
| 3M | +19.7% | +13.1% | +6.6% | +14.4% |
| 6M | +35.3% | +14.0% | +21.3% | +27.7% |
| YTD | +18.7% | +24.2% | -5.5% | +12.2% |
| 1Y | +67.8% | +36.4% | +31.5% | +62.0% |
| All | +67.8% | +37.8% | +30.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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