-12.0%
CHYM vs TECK
+74.0%
-85.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.3% | +0.9% | -4.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.2% |
| 30D | +3.0% | -0.4% | +3.3% | +2.9% |
| 3M | +98.7% | +10.1% | +88.6% | +93.9% |
| 6M | +46.4% | +26.0% | +20.4% | +39.1% |
| YTD | +29.8% | +38.0% | -8.2% | +20.2% |
| 1Y | +40.5% | +63.8% | -23.3% | +25.9% |
| All | -12.0% | +74.0% | -85.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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