-12.0%
CHYM vs Z
-55.6%
+43.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.7% | -4.1% |
| 7D | -2.9% | -11.6% | +8.7% | +3.2% |
| 30D | +3.0% | -8.5% | +11.4% | +7.3% |
| 3M | +98.7% | -7.9% | +106.6% | +102.3% |
| 6M | +46.4% | -29.1% | +75.5% | +72.2% |
| YTD | +29.8% | -54.2% | +84.0% | +87.8% |
| 1Y | +40.5% | -63.5% | +104.0% | +121.4% |
| All | -12.0% | -55.6% | +43.7% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling