-11.1%
CHYM vs VIAV
+315.8%
-326.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.9% |
| 7D | -2.3% | +11.2% | -13.4% | -2.5% |
| 30D | +4.4% | -10.1% | +14.5% | +4.7% |
| 3M | +91.3% | -22.9% | +114.2% | +92.0% |
| 6M | +44.0% | +28.8% | +15.2% | +40.5% |
| YTD | +31.1% | +117.5% | -86.3% | +25.4% |
| 1Y | +37.8% | +216.1% | -178.2% | +40.5% |
| All | -11.1% | +315.8% | -326.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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