+37.0%
CHYM vs Z
-58.8%
+95.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.4% |
| 7D | +1.7% | -3.0% | +4.7% | +3.2% |
| 30D | +30.2% | -4.2% | +34.4% | +31.6% |
| 3M | +85.9% | -3.7% | +89.6% | +85.9% |
| 6M | +49.9% | -24.5% | +74.4% | +71.5% |
| YTD | +34.1% | -49.3% | +83.4% | +81.6% |
| 1Y | +37.0% | -58.7% | +95.7% | +91.6% |
| All | +37.0% | -58.8% | +95.8% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling