+102.4%
CHYM vs QS
-32.3%
+134.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.6% | +13.6% | +8.7% |
| 7D | +3.4% | -4.2% | +7.6% | +4.3% |
| 30D | +12.0% | -15.7% | +27.7% | +17.2% |
| 3M | +102.4% | -28.7% | +131.1% | +126.8% |
| All | +102.4% | -32.3% | +134.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3mo: compounded portfolio wealth divided by compounded QS 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…
3mo analysis · Full analysis span regression · Available span rolling