-11.1%
CHYM vs GRAB
-35.2%
+24.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | -2.3% | -10.8% | +8.6% | +3.2% |
| 30D | +4.4% | -15.5% | +19.9% | +13.2% |
| 3M | +91.3% | -9.0% | +100.3% | +97.7% |
| 6M | +44.0% | -21.6% | +65.6% | +60.2% |
| YTD | +31.1% | -38.9% | +70.0% | +62.4% |
| 1Y | +37.8% | -44.8% | +82.7% | +78.4% |
| All | -11.1% | -35.2% | +24.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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