+83.9%
CHYM vs Z
-7.8%
+91.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.2% | -2.6% |
| 7D | +2.1% | -3.3% | +5.3% | +3.1% |
| 30D | +11.0% | -3.7% | +14.8% | +12.7% |
| 3M | +83.9% | -7.0% | +90.9% | +84.2% |
| All | +83.9% | -7.8% | +91.7% | +84.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling