-12.3%
CHYM vs VLTO
+21.5%
-33.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +15.4% | +1.6% | +13.8% | +14.5% |
| 30D | +8.2% | +22.0% | -13.8% | -2.2% |
| 3M | +5.5% | +21.9% | -16.4% | -4.7% |
| 6M | +76.6% | +36.5% | +40.1% | +49.9% |
| YTD | +29.3% | +19.0% | +10.3% | +18.0% |
| 1Y | +53.1% | +21.0% | +32.1% | +38.3% |
| All | -12.3% | +21.5% | -33.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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