-11.1%
CHYM vs LULU
-60.7%
+49.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.2% |
| 7D | -2.3% | -1.6% | -0.6% | -1.8% |
| 30D | +4.4% | -18.1% | +22.5% | +11.7% |
| 3M | +91.3% | -18.8% | +110.1% | +104.3% |
| 6M | +44.0% | -39.2% | +83.2% | +73.1% |
| YTD | +31.1% | -52.4% | +83.5% | +73.8% |
| 1Y | +37.8% | -40.3% | +78.1% | +68.2% |
| All | -11.1% | -60.7% | +49.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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