-12.9%
CHYM vs PL
+185.0%
-197.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.0% |
| 7D | +2.1% | -7.5% | +9.6% | +3.3% |
| 30D | +11.0% | -25.6% | +36.6% | +16.4% |
| 3M | +83.9% | -45.6% | +129.5% | +101.9% |
| 6M | +45.3% | -29.5% | +74.9% | +47.2% |
| YTD | +28.4% | -9.7% | +38.1% | +22.4% |
| 1Y | +32.2% | +84.4% | -52.2% | +11.0% |
| All | -12.9% | +185.0% | -197.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling