-12.0%
CHYM vs SYY
+14.4%
-26.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | -2.9% | +1.5% | -4.4% | -3.0% |
| 30D | +3.0% | -2.3% | +5.3% | +3.0% |
| 3M | +98.7% | +5.5% | +93.2% | +98.1% |
| 6M | +46.4% | -1.0% | +47.4% | +44.5% |
| YTD | +29.8% | +14.1% | +15.7% | +25.3% |
| 1Y | +40.5% | +5.6% | +34.9% | +35.7% |
| All | -12.0% | +14.4% | -26.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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