-11.1%
CHYM vs VICR
+339.8%
-350.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.1% |
| 7D | -2.3% | +5.0% | -7.2% | -2.8% |
| 30D | +4.4% | -12.5% | +16.9% | +5.4% |
| 3M | +91.3% | -33.6% | +124.9% | +97.0% |
| 6M | +44.0% | +10.7% | +33.3% | +31.8% |
| YTD | +31.1% | +80.6% | -49.5% | +7.8% |
| 1Y | +37.8% | +288.4% | -250.5% | -4.3% |
| All | -11.1% | +339.8% | -350.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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