-12.0%
CHYM vs LVS
+5.3%
-17.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -4.8% |
| 7D | -2.9% | -4.3% | +1.4% | -1.3% |
| 30D | +3.0% | -6.8% | +9.8% | +5.6% |
| 3M | +98.7% | -15.6% | +114.3% | +111.0% |
| 6M | +46.4% | -20.6% | +67.0% | +59.1% |
| YTD | +29.8% | -33.4% | +63.2% | +49.9% |
| 1Y | +40.5% | -20.1% | +60.6% | +50.3% |
| All | -12.0% | +5.3% | -17.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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