-12.0%
CHYM vs VIK
+79.0%
-91.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | +3.0% | -17.3% | +20.2% | +11.1% |
| 3M | +98.7% | -5.1% | +103.8% | +98.2% |
| 6M | +46.4% | +16.2% | +30.2% | +29.9% |
| YTD | +29.8% | +17.6% | +12.2% | +14.6% |
| 1Y | +40.5% | +33.5% | +6.9% | +13.0% |
| All | -12.0% | +79.0% | -91.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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