-9.0%
CHYM vs PCOR
-11.5%
+2.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +2.4% |
| 7D | +1.7% | -9.0% | +10.6% | +6.5% |
| 30D | +30.2% | +4.2% | +26.1% | +26.9% |
| 3M | +85.9% | +14.4% | +71.5% | +70.9% |
| 6M | +49.9% | +0.2% | +49.7% | +45.5% |
| YTD | +34.1% | -20.3% | +54.4% | +42.7% |
| 1Y | +37.0% | -16.1% | +53.1% | +43.1% |
| All | -9.0% | -11.5% | +2.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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