-11.1%
CHYM vs SCCO
+121.4%
-132.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -2.7% | +0.4% | -1.8% |
| 30D | +4.4% | -0.7% | +5.1% | +4.5% |
| 3M | +91.3% | +8.1% | +83.2% | +87.9% |
| 6M | +44.0% | +4.1% | +39.9% | +40.8% |
| YTD | +31.1% | +41.1% | -10.0% | +14.7% |
| 1Y | +37.8% | +95.6% | -57.7% | +13.8% |
| All | -11.1% | +121.4% | -132.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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