-11.1%
CHYM vs QID
-45.0%
+33.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | -0.1% |
| 7D | -2.3% | +1.3% | -3.5% | -1.4% |
| 30D | +4.4% | +2.9% | +1.5% | +6.6% |
| 3M | +91.3% | -0.7% | +92.0% | +93.4% |
| 6M | +44.0% | -29.7% | +73.7% | +11.4% |
| YTD | +31.1% | -27.9% | +59.0% | +4.9% |
| 1Y | +37.8% | -34.6% | +72.4% | +2.8% |
| All | -11.1% | -45.0% | +33.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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